+143.2%
PM vs UDR
+26.8%
+116.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -7.3% | +2.2% | -9.5% | -7.9% |
| 30D | -4.0% | +8.0% | -12.1% | -6.4% |
| 3M | +2.7% | -3.3% | +6.0% | +3.8% |
| 6M | +14.9% | +1.0% | +13.8% | +14.5% |
| YTD | +23.5% | +4.2% | +19.4% | +21.7% |
| 1Y | +30.4% | +10.8% | +19.5% | +25.9% |
| 3Y | +143.2% | +30.1% | +113.1% | +134.4% |
| All | +143.2% | +26.8% | +116.4% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling