+304.1%
PBF vs EXR
+652.5%
-348.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | -4.0% | -1.1% | -2.8% | -3.6% |
| 30D | -18.0% | +18.8% | -36.8% | -22.2% |
| 3M | +0.9% | +9.9% | -9.0% | -2.1% |
| 6M | +65.7% | +12.6% | +53.1% | +58.6% |
| YTD | +161.9% | +26.5% | +135.4% | +138.4% |
| 1Y | +77.8% | +24.5% | +53.3% | +62.8% |
| 3Y | +74.9% | +52.4% | +22.4% | +45.6% |
| 5Y | +423.4% | -1.5% | +424.9% | +400.0% |
| 10Y | +255.2% | +216.0% | +39.2% | +114.9% |
| All | +304.1% | +652.5% | -348.4% | +65.0% |
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 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