+135.5%
PLTU vs UDR
-12.3%
+147.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -13.6% | -2.0% | -11.6% | -12.6% |
| 30D | +16.7% | -5.2% | +21.9% | +20.2% |
| 3M | +29.6% | -5.8% | +35.3% | +33.9% |
| 6M | -0.1% | -1.7% | +1.6% | -0.6% |
| YTD | -31.5% | +2.4% | -33.9% | -35.2% |
| 1Y | -19.7% | -2.1% | -17.6% | -19.9% |
| All | +135.5% | -12.3% | +147.8% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling