+63.3%
PBF vs EXR
+69.9%
-6.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -13.8% | +5.2% | -19.0% | -14.1% |
| 30D | -19.6% | +20.9% | -40.5% | -20.9% |
| 3M | +10.3% | +7.7% | +2.5% | +9.6% |
| 6M | +63.4% | +13.2% | +50.3% | +61.2% |
| YTD | +152.6% | +26.5% | +126.2% | +141.2% |
| 1Y | +87.4% | +27.2% | +60.2% | +78.6% |
| 3Y | +63.3% | +71.5% | -8.3% | +46.0% |
| All | +63.3% | +69.9% | -6.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling