+3,979.8%
PNC vs UDR
+2,856.2%
+1,123.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +2.3% | -2.1% | +4.3% | +3.4% |
| 30D | -3.8% | -5.6% | +1.8% | -0.8% |
| 3M | +7.8% | -5.8% | +13.6% | +11.1% |
| 6M | +19.7% | -1.1% | +20.8% | +19.8% |
| YTD | +19.1% | +1.6% | +17.5% | +17.2% |
| 1Y | +23.1% | -2.7% | +25.8% | +23.7% |
| 3Y | +132.1% | +6.3% | +125.8% | +120.6% |
| 5Y | +52.2% | -19.3% | +71.5% | +65.3% |
| 10Y | +271.4% | +46.0% | +225.4% | +183.8% |
| All | +3,979.8% | +2,856.2% | +1,123.6% | +1,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling