+188.9%
PAAS vs EXR
+221.5%
-32.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +8.4% | +5.2% | +3.2% | +7.0% |
| 30D | -7.2% | +20.9% | -28.0% | -11.8% |
| 3M | -14.0% | +7.7% | -21.7% | -15.8% |
| 6M | -26.8% | +13.2% | -39.9% | -29.4% |
| YTD | -19.8% | +26.5% | -46.3% | -24.9% |
| 1Y | +22.8% | +27.2% | -4.4% | +14.8% |
| 3Y | +183.6% | +71.5% | +112.1% | +144.7% |
| 5Y | +73.8% | +0.4% | +73.5% | +67.8% |
| All | +188.9% | +221.5% | -32.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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