+134.1%
PSX vs UDR
+4.7%
+129.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +2.8% | -2.1% | +4.9% | +3.4% |
| 30D | +27.8% | -5.6% | +33.4% | +29.7% |
| 3M | +42.0% | -5.8% | +47.8% | +43.9% |
| 6M | +58.1% | -1.1% | +59.2% | +57.8% |
| YTD | +105.0% | +1.6% | +103.4% | +102.5% |
| 1Y | +104.9% | -2.7% | +107.6% | +105.6% |
| 3Y | +134.1% | +6.3% | +127.8% | +130.3% |
| All | +134.1% | +4.7% | +129.4% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling