+2,090.1%
PPL vs UDR
+2,878.3%
-788.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +0.5% | -5.2% | +5.7% | +1.9% |
| 3M | +0.7% | -5.8% | +6.4% | +2.2% |
| 6M | -7.6% | -1.7% | -5.9% | -7.4% |
| YTD | +1.8% | +2.4% | -0.5% | +0.8% |
| 1Y | -0.8% | -2.1% | +1.4% | -0.6% |
| 3Y | +56.9% | +4.2% | +52.7% | +53.7% |
| 5Y | +39.5% | -20.0% | +59.5% | +45.3% |
| 10Y | +55.4% | +44.6% | +10.7% | +40.8% |
| All | +2,090.1% | +2,878.3% | -788.2% | +1,221.9% |
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