+415.3%
PR vs UDR
-19.6%
+434.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.9% |
| 30D | +18.0% | -5.2% | +23.2% | +21.0% |
| 3M | +16.9% | -5.8% | +22.6% | +19.8% |
| 6M | +28.2% | -1.7% | +29.9% | +28.0% |
| YTD | +69.3% | +2.4% | +67.0% | +64.9% |
| 1Y | +69.5% | -2.1% | +71.6% | +68.8% |
| 3Y | +81.7% | +4.2% | +77.5% | +71.8% |
| All | +415.3% | -19.6% | +434.9% | +545.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling