+250.9%
PBF vs EXR
+216.3%
+34.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +6.5% | -0.4% | +6.9% | +6.6% |
| 30D | -20.0% | +18.2% | -38.2% | -24.1% |
| 3M | -3.3% | +7.3% | -10.7% | -5.6% |
| 6M | +76.8% | +13.8% | +63.0% | +68.6% |
| YTD | +168.9% | +25.9% | +143.0% | +144.7% |
| 1Y | +96.4% | +25.8% | +70.6% | +78.7% |
| 3Y | +77.2% | +53.7% | +23.5% | +45.9% |
| 5Y | +417.7% | -1.8% | +419.5% | +395.6% |
| All | +250.9% | +216.3% | +34.6% | +103.8% |
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