+84.9%
PR vs UDR
+28.9%
+56.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -9.5% | +2.0% | -11.5% | -10.1% |
| 30D | -5.7% | +7.9% | -13.6% | -8.0% |
| 3M | +3.0% | -1.5% | +4.4% | +3.3% |
| 6M | +11.8% | +0.9% | +10.9% | +10.7% |
| YTD | +58.5% | +4.0% | +54.5% | +54.6% |
| 1Y | +69.9% | +10.4% | +59.5% | +61.6% |
| 3Y | +84.9% | +26.9% | +58.0% | +70.5% |
| All | +84.9% | +28.9% | +56.0% | +70.5% |
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 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