+75.8%
PR vs UDR
+11.2%
+64.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -16.4% | +3.0% | -19.4% | -16.3% |
| 30D | -1.9% | +10.3% | -12.1% | -2.2% |
| 3M | +8.0% | -2.9% | +10.9% | +8.3% |
| 6M | +4.1% | +0.3% | +3.8% | +3.8% |
| YTD | +58.7% | +3.8% | +54.9% | +57.6% |
| 1Y | +75.8% | +12.7% | +63.1% | +70.0% |
| All | +75.8% | +11.2% | +64.7% | +70.0% |
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