+1,112.1%
PSX vs UDR
+136.2%
+975.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +4.5% | -2.0% | +6.5% | +5.5% |
| 30D | +26.6% | -5.2% | +31.8% | +29.7% |
| 3M | +39.3% | -5.8% | +45.0% | +42.7% |
| 6M | +56.8% | -1.7% | +58.5% | +56.6% |
| YTD | +101.8% | +2.4% | +99.5% | +97.2% |
| 1Y | +99.6% | -2.1% | +101.7% | +98.8% |
| 3Y | +140.3% | +4.2% | +136.1% | +128.6% |
| 5Y | +339.3% | -20.0% | +359.3% | +366.6% |
| 10Y | +369.9% | +44.6% | +325.2% | +267.7% |
| All | +1,112.1% | +136.2% | +975.9% | +665.9% |
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 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