+809.8%
PRU vs UDR
+712.0%
+97.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.8% | +2.0% | +1.7% | +2.4% |
| 30D | +9.0% | +7.9% | +1.1% | +3.2% |
| 3M | +2.1% | -1.5% | +3.6% | +3.1% |
| 6M | +25.4% | +0.9% | +24.5% | +23.9% |
| YTD | +13.5% | +4.0% | +9.5% | +8.9% |
| 1Y | +21.3% | +10.4% | +11.0% | +11.2% |
| 3Y | +55.1% | +26.9% | +28.2% | +25.0% |
| 5Y | +43.6% | -19.4% | +62.9% | +57.2% |
| 10Y | +99.2% | +57.0% | +42.2% | +26.3% |
| All | +809.8% | +712.0% | +97.8% | +74.9% |
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