+130.1%
PNC vs UDR
+3.4%
+126.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | -0.9% | -3.4% | +2.5% | +1.0% |
| 30D | -4.4% | -5.4% | +1.0% | -1.6% |
| 3M | +5.3% | -10.0% | +15.2% | +11.2% |
| 6M | +19.6% | -2.5% | +22.1% | +20.5% |
| YTD | +19.1% | -1.1% | +20.3% | +18.7% |
| 1Y | +24.3% | -3.9% | +28.2% | +25.8% |
| All | +130.1% | +3.4% | +126.7% | +114.1% |
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 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