+289.8%
PBF vs EXR
+652.4%
-362.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -13.8% | +5.2% | -19.0% | -15.1% |
| 30D | -19.6% | +20.9% | -40.5% | -24.2% |
| 3M | +10.3% | +7.7% | +2.5% | +7.5% |
| 6M | +63.4% | +13.2% | +50.3% | +56.2% |
| YTD | +152.6% | +26.5% | +126.2% | +130.0% |
| 1Y | +87.4% | +27.2% | +60.2% | +70.1% |
| 3Y | +63.3% | +71.5% | -8.3% | +29.9% |
| 5Y | +412.5% | +0.4% | +412.1% | +386.1% |
| 10Y | +282.5% | +225.2% | +57.3% | +129.5% |
| All | +289.8% | +652.4% | -362.6% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling