+14,023.4%
PSA vs UDR
+2,878.3%
+11,145.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | -2.0% | -1.7% | -2.5% |
| 30D | -7.7% | -5.2% | -2.5% | -4.8% |
| 3M | -0.6% | -5.8% | +5.2% | +2.9% |
| 6M | -0.9% | -1.7% | +0.8% | -0.1% |
| YTD | +18.7% | +2.4% | +16.3% | +16.6% |
| 1Y | +7.6% | -2.1% | +9.8% | +8.4% |
| 3Y | +23.7% | +4.2% | +19.4% | +19.4% |
| 5Y | +13.7% | -20.0% | +33.7% | +27.1% |
| 10Y | +98.9% | +44.6% | +54.2% | +47.3% |
| All | +14,023.4% | +2,878.3% | +11,145.2% | +3,896.0% |
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 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