+800.4%
PRU vs UDR
+699.1%
+101.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | -2.0% | +3.9% | +3.4% |
| 30D | +2.7% | -5.2% | +7.9% | +6.7% |
| 3M | +19.5% | -5.8% | +25.2% | +24.3% |
| 6M | +26.6% | -1.7% | +28.3% | +27.3% |
| YTD | +12.3% | +2.4% | +10.0% | +9.0% |
| 1Y | +18.0% | -2.1% | +20.2% | +18.0% |
| 3Y | +47.0% | +4.2% | +42.8% | +36.9% |
| 5Y | +48.4% | -20.0% | +68.4% | +62.9% |
| 10Y | +142.4% | +44.6% | +97.8% | +62.3% |
| All | +800.4% | +699.1% | +101.3% | +75.2% |
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 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