+211.8%
PM vs UDR
+44.7%
+167.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -1.2% | -3.3% | +2.1% | 0.0% |
| 30D | -0.2% | -5.6% | +5.5% | +2.0% |
| 3M | +4.9% | -9.4% | +14.3% | +8.7% |
| 6M | +9.0% | -3.0% | +12.0% | +10.1% |
| YTD | +17.8% | -0.4% | +18.2% | +17.5% |
| 1Y | +16.8% | -5.1% | +22.0% | +18.6% |
| 3Y | +125.4% | +4.2% | +121.2% | +118.0% |
| 5Y | +128.7% | -19.5% | +148.2% | +139.8% |
| 10Y | +211.8% | +47.9% | +163.9% | +154.1% |
| All | +211.8% | +44.7% | +167.2% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling