+100.5%
PSA vs UDR
+47.2%
+53.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -3.5% | +1.6% | +0.2% |
| 30D | -8.4% | -5.3% | -3.1% | -5.5% |
| 3M | -7.8% | -9.5% | +1.7% | -2.4% |
| 6M | +0.8% | -0.7% | +1.4% | +1.0% |
| YTD | +16.5% | -1.2% | +17.7% | +16.9% |
| 1Y | +4.7% | -5.7% | +10.5% | +7.8% |
| 3Y | +21.1% | +3.7% | +17.3% | +17.7% |
| 5Y | +14.2% | -18.9% | +33.1% | +26.0% |
| All | +100.5% | +47.2% | +53.3% | +50.1% |
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