+2,393.1%
PWR vs UDR
+47.3%
+2,345.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -0.2% | -3.4% | +3.2% | +1.2% |
| 30D | -7.7% | -5.4% | -2.3% | -5.7% |
| 3M | -4.9% | -10.0% | +5.0% | -1.4% |
| 6M | +9.7% | -2.5% | +12.3% | +9.6% |
| YTD | +46.7% | -1.1% | +47.8% | +45.1% |
| 1Y | +58.7% | -3.9% | +62.6% | +58.5% |
| 3Y | +200.7% | +3.4% | +197.3% | +185.0% |
| 5Y | +438.6% | -18.9% | +457.4% | +465.3% |
| All | +2,393.1% | +47.3% | +2,345.8% | +2,072.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling