+134.6%
PRU vs UDR
+44.7%
+89.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.3% |
| 7D | -1.9% | -3.3% | +1.4% | +0.2% |
| 30D | -2.6% | -5.6% | +3.1% | +1.0% |
| 3M | +14.7% | -9.4% | +24.1% | +21.7% |
| 6M | +25.7% | -3.0% | +28.6% | +27.3% |
| YTD | +8.3% | -0.4% | +8.6% | +7.4% |
| 1Y | +17.3% | -5.1% | +22.5% | +19.8% |
| 3Y | +43.2% | +4.2% | +39.0% | +35.1% |
| 5Y | +43.5% | -19.5% | +63.0% | +57.2% |
| 10Y | +134.6% | +47.9% | +86.7% | +110.2% |
| All | +134.6% | +44.7% | +89.9% | +110.2% |
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 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