+545.8%
PBR vs EXR
+217.4%
+328.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -9.1% | -1.1% | -8.0% | -8.9% |
| 30D | -29.9% | +18.8% | -48.7% | -32.7% |
| 3M | +2.3% | +9.9% | -7.6% | -0.1% |
| 6M | -10.9% | +12.6% | -23.5% | -13.7% |
| YTD | +56.9% | +26.5% | +30.4% | +46.9% |
| 1Y | +38.0% | +24.5% | +13.5% | +29.7% |
| 3Y | +64.8% | +52.4% | +12.4% | +43.9% |
| 5Y | +447.1% | -1.5% | +448.6% | +429.0% |
| 10Y | +545.8% | +216.0% | +329.8% | +377.4% |
| All | +545.8% | +217.4% | +328.4% | +377.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling