+129.9%
PSA vs UDR
+54.6%
+75.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -1.4% | -0.4% | -1.1% | -1.2% |
| 30D | +15.2% | +7.8% | +7.4% | +10.4% |
| 3M | +2.2% | -2.8% | +5.0% | +3.8% |
| 6M | +11.7% | -1.4% | +13.1% | +12.5% |
| YTD | +32.0% | +3.4% | +28.6% | +29.0% |
| 1Y | +26.3% | +9.9% | +16.4% | +19.2% |
| 3Y | +52.4% | +28.5% | +23.9% | +31.9% |
| 5Y | +26.3% | -20.5% | +46.8% | +40.1% |
| All | +129.9% | +54.6% | +75.2% | +71.5% |
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