+72.9%
PBR vs EXR
+28.1%
+44.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -6.5% |
| 7D | -11.0% | +11.3% | -22.2% | -9.8% |
| 30D | -18.8% | +21.2% | -39.9% | -17.0% |
| 3M | +7.8% | +8.7% | -0.9% | +9.3% |
| 6M | -7.6% | +18.2% | -25.8% | -5.9% |
| YTD | +72.7% | +27.9% | +44.7% | +67.5% |
| 1Y | +72.9% | +28.3% | +44.6% | +69.2% |
| All | +72.9% | +28.1% | +44.9% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling