+662.0%
PBR vs EXR
+151.8%
+510.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +5.4% | -1.2% | +6.5% | +5.6% |
| 30D | +22.9% | -6.2% | +29.1% | +24.7% |
| 3M | +19.6% | -7.4% | +27.0% | +21.6% |
| 6M | +16.5% | -0.5% | +17.0% | +16.0% |
| YTD | +86.7% | +8.1% | +78.6% | +81.4% |
| 1Y | +74.7% | -2.9% | +77.6% | +74.4% |
| 3Y | +102.6% | +22.9% | +79.6% | +86.0% |
| 5Y | +566.6% | -10.2% | +576.7% | +553.2% |
| All | +662.0% | +151.8% | +510.2% | +448.4% |
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