-14.8%
PNR vs UDR
+3.3%
-18.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -3.5% | -2.6% | -4.2% |
| 30D | -14.0% | -5.3% | -8.7% | -11.4% |
| 3M | -21.7% | -9.5% | -12.2% | -17.2% |
| 6M | -37.3% | -0.7% | -36.6% | -37.2% |
| YTD | -45.1% | -1.2% | -44.0% | -44.9% |
| 1Y | -49.1% | -5.7% | -43.4% | -47.6% |
| 3Y | -14.8% | +3.7% | -18.6% | -17.6% |
| All | -14.8% | +3.3% | -18.1% | -17.6% |
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