+14.2%
PSA vs UDR
-20.1%
+34.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | -3.6% | -3.4% | -0.3% | -1.4% |
| 30D | -9.4% | -5.4% | -4.0% | -5.9% |
| 3M | -8.2% | -10.0% | +1.8% | -1.5% |
| 6M | -1.8% | -2.5% | +0.7% | -0.3% |
| YTD | +15.7% | -1.1% | +16.9% | +16.0% |
| 1Y | +6.3% | -3.9% | +10.2% | +8.5% |
| 3Y | +21.6% | +3.4% | +18.1% | +17.2% |
| All | +14.2% | -20.1% | +34.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling