+78.7%
PR vs UDR
+56.7%
+22.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.9% |
| 7D | -0.5% | -1.8% | +1.3% | +0.3% |
| 30D | -4.6% | +7.9% | -12.5% | -8.2% |
| 3M | +4.7% | -0.8% | +5.5% | +4.6% |
| 6M | +12.4% | 0.0% | +12.5% | +11.4% |
| YTD | +62.9% | +3.7% | +59.1% | +57.7% |
| 1Y | +70.6% | +8.5% | +62.0% | +61.5% |
| 3Y | +90.0% | +26.6% | +63.4% | +64.6% |
| 5Y | +255.5% | -20.2% | +275.7% | +285.0% |
| 10Y | +78.7% | +54.7% | +24.0% | +77.5% |
| All | +78.7% | +56.7% | +22.1% | +77.5% |
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