+718.6%
PBF vs EXR
-11.8%
+730.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +4.3% | -2.6% | +6.9% | +4.9% |
| 30D | +22.0% | -7.2% | +29.2% | +24.0% |
| 3M | +74.5% | -3.5% | +78.0% | +75.3% |
| 6M | +67.7% | -5.3% | +73.0% | +68.5% |
| YTD | +179.2% | +9.4% | +169.8% | +167.9% |
| 1Y | +170.0% | +1.3% | +168.7% | +164.4% |
| 3Y | +66.4% | +22.4% | +44.0% | +50.6% |
| All | +718.6% | -11.8% | +730.4% | +636.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling