+64.4%
PPL vs UDR
+54.2%
+10.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | -1.2% | +2.2% | -3.4% | -2.4% |
| 30D | +4.2% | +8.0% | -3.8% | 0.0% |
| 3M | +1.5% | -3.3% | +4.8% | +3.1% |
| 6M | +1.0% | +1.0% | 0.0% | 0.0% |
| YTD | +4.4% | +4.2% | +0.2% | +1.0% |
| 1Y | +0.8% | +10.8% | -10.1% | -5.8% |
| 3Y | +56.5% | +30.1% | +26.3% | +30.9% |
| 5Y | +47.7% | -18.9% | +66.6% | +58.2% |
| 10Y | +64.4% | +53.4% | +11.0% | +21.6% |
| All | +64.4% | +54.2% | +10.3% | +21.6% |
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 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