+334.1%
PBF vs EXR
+147.0%
+187.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +24.9% | -6.9% | +31.8% | +27.6% |
| 3M | +81.9% | -3.0% | +84.8% | +82.8% |
| 6M | +79.4% | -2.9% | +82.3% | +78.6% |
| YTD | +188.3% | +9.3% | +179.0% | +174.7% |
| 1Y | +177.3% | -0.9% | +178.2% | +172.6% |
| 3Y | +56.0% | +24.7% | +31.3% | +37.6% |
| 5Y | +804.0% | -11.7% | +815.7% | +791.1% |
| 10Y | +334.1% | +148.4% | +185.7% | +171.2% |
| All | +334.1% | +147.0% | +187.1% | +171.2% |
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