+169.5%
PR vs UDR
+48.7%
+120.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.8% |
| 30D | +18.0% | -5.2% | +23.2% | +20.6% |
| 3M | +16.9% | -5.8% | +22.6% | +19.5% |
| 6M | +28.2% | -1.7% | +29.9% | +28.0% |
| YTD | +69.3% | +2.4% | +67.0% | +65.7% |
| 1Y | +69.5% | -2.1% | +71.6% | +69.0% |
| 3Y | +81.7% | +4.2% | +77.5% | +73.9% |
| 5Y | +422.2% | -20.0% | +442.2% | +464.1% |
| 10Y | +110.4% | +44.6% | +65.7% | +118.9% |
| All | +169.5% | +48.7% | +120.8% | +178.6% |
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