+252.3%
PBF vs EXR
+215.3%
+37.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | -7.4% | +2.7% | -10.0% | -8.1% |
| 30D | -17.5% | +18.9% | -36.4% | -21.8% |
| 3M | +13.1% | +8.4% | +4.8% | +10.1% |
| 6M | +72.6% | +14.3% | +58.3% | +64.4% |
| YTD | +161.2% | +27.2% | +133.9% | +136.8% |
| 1Y | +93.3% | +25.9% | +67.4% | +75.9% |
| 3Y | +80.7% | +54.6% | +26.0% | +48.4% |
| 5Y | +396.1% | -0.6% | +396.7% | +373.0% |
| 10Y | +252.3% | +208.5% | +43.8% | +104.3% |
| All | +252.3% | +215.3% | +37.0% | +104.3% |
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