+99.2%
PRU vs UDR
+53.1%
+46.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.8% | +2.0% | +1.7% | +2.6% |
| 30D | +9.0% | +7.9% | +1.1% | +3.9% |
| 3M | +2.1% | -1.5% | +3.6% | +3.0% |
| 6M | +25.4% | +0.9% | +24.5% | +24.1% |
| YTD | +13.5% | +4.0% | +9.5% | +9.5% |
| 1Y | +21.3% | +10.4% | +11.0% | +12.4% |
| 3Y | +55.1% | +26.9% | +28.2% | +28.3% |
| 5Y | +43.6% | -19.4% | +62.9% | +58.2% |
| 10Y | +99.2% | +57.0% | +42.2% | +71.0% |
| All | +99.2% | +53.1% | +46.1% | +71.0% |
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 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