-44.6%
PNR vs UDR
-1.4%
-43.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | -12.8% | -5.2% | -7.6% | -10.9% |
| 3M | -17.0% | -5.8% | -11.2% | -14.7% |
| 6M | -37.4% | -1.7% | -35.7% | -35.6% |
| YTD | -41.6% | +2.4% | -44.0% | -41.3% |
| 1Y | -44.6% | -2.1% | -42.5% | -43.4% |
| All | -44.6% | -1.4% | -43.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling