+368.5%
PSX vs UDR
-20.7%
+389.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | +1.8% | -3.3% | +5.1% | +2.7% |
| 30D | +21.6% | -5.6% | +27.3% | +23.4% |
| 3M | +46.5% | -9.4% | +55.9% | +50.0% |
| 6M | +62.0% | -3.0% | +65.0% | +62.5% |
| YTD | +106.3% | -0.4% | +106.7% | +105.2% |
| 1Y | +103.0% | -5.1% | +108.1% | +104.7% |
| 3Y | +135.5% | +4.2% | +131.3% | +133.4% |
| 5Y | +368.5% | -19.5% | +388.0% | +402.1% |
| All | +368.5% | -20.7% | +389.2% | +402.1% |
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