+59.6%
PBF vs EXR
+24.9%
+34.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +4.3% | -2.6% | +6.9% | +4.6% |
| 30D | +22.0% | -7.2% | +29.2% | +22.9% |
| 3M | +74.5% | -3.5% | +78.0% | +74.6% |
| 6M | +67.7% | -5.3% | +73.0% | +68.7% |
| YTD | +179.2% | +9.4% | +169.8% | +170.0% |
| 1Y | +170.0% | +1.3% | +168.7% | +165.7% |
| All | +59.6% | +24.9% | +34.7% | +49.7% |
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