+270.8%
PNC vs UDR
+47.3%
+223.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -0.9% | -3.4% | +2.5% | +1.1% |
| 30D | -4.4% | -5.4% | +1.0% | -1.4% |
| 3M | +5.3% | -10.0% | +15.2% | +11.6% |
| 6M | +19.6% | -2.5% | +22.1% | +20.6% |
| YTD | +19.1% | -1.1% | +20.3% | +18.8% |
| 1Y | +24.3% | -3.9% | +28.2% | +25.8% |
| 3Y | +132.2% | +3.4% | +128.8% | +122.5% |
| 5Y | +52.3% | -18.9% | +71.2% | +65.0% |
| All | +270.8% | +47.3% | +223.5% | +239.9% |
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