+779.9%
PRU vs UDR
+710.2%
+69.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.8% |
| 7D | +2.4% | +3.0% | -0.6% | +0.3% |
| 30D | +6.1% | +10.3% | -4.1% | -1.2% |
| 3M | -0.7% | -2.9% | +2.2% | +1.3% |
| 6M | +22.1% | +0.3% | +21.7% | +21.1% |
| YTD | +9.8% | +3.8% | +6.0% | +5.4% |
| 1Y | +19.4% | +12.7% | +6.6% | +7.6% |
| 3Y | +50.4% | +27.6% | +22.8% | +20.6% |
| 5Y | +37.2% | -18.6% | +55.8% | +49.1% |
| 10Y | +119.5% | +52.4% | +67.1% | +42.0% |
| All | +779.9% | +710.2% | +69.6% | +69.4% |
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