+154.3%
PSX vs UDR
+26.2%
+128.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +6.4% | -2.4% | +8.8% | +7.1% |
| 30D | -10.2% | +6.7% | -16.9% | -11.9% |
| 3M | +17.2% | -1.8% | +18.9% | +17.6% |
| 6M | +51.8% | -1.8% | +53.5% | +51.6% |
| YTD | +108.0% | +2.5% | +105.5% | +104.4% |
| 1Y | +96.1% | +7.9% | +88.2% | +88.7% |
| All | +154.3% | +26.2% | +128.0% | +155.9% |
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