+125.1%
PM vs UDR
-18.0%
+143.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | -2.1% | +0.8% | -0.7% |
| 30D | -2.6% | -5.6% | +3.1% | -0.8% |
| 3M | +5.8% | -5.8% | +11.6% | +7.7% |
| 6M | +10.6% | -1.1% | +11.7% | +10.9% |
| YTD | +17.2% | +1.6% | +15.6% | +16.3% |
| 1Y | +17.6% | -2.7% | +20.3% | +18.2% |
| 3Y | +124.3% | +6.3% | +118.0% | +118.1% |
| 5Y | +125.1% | -19.3% | +144.4% | +131.0% |
| All | +125.1% | -18.0% | +143.1% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling