+1,158.7%
PSX vs UDR
+138.6%
+1,020.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +7.8% | -0.4% | +8.2% | +8.0% |
| 30D | -10.9% | +7.8% | -18.7% | -14.2% |
| 3M | +14.5% | -2.8% | +17.3% | +15.5% |
| 6M | +56.1% | -1.4% | +57.6% | +55.8% |
| YTD | +109.6% | +3.4% | +106.2% | +103.0% |
| 1Y | +95.5% | +9.9% | +85.6% | +83.7% |
| 3Y | +156.2% | +28.5% | +127.7% | +119.0% |
| 5Y | +310.0% | -20.5% | +330.5% | +336.8% |
| 10Y | +368.0% | +54.2% | +313.8% | +256.7% |
| All | +1,158.7% | +138.6% | +1,020.1% | +688.6% |
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