+38.0%
PBR vs EXR
+26.8%
+11.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -9.1% | -1.1% | -8.0% | -9.3% |
| 30D | -29.9% | +18.8% | -48.7% | -28.0% |
| 3M | +2.3% | +9.9% | -7.6% | +4.1% |
| 6M | -10.9% | +12.6% | -23.5% | -9.2% |
| YTD | +56.9% | +26.5% | +30.4% | +55.7% |
| 1Y | +38.0% | +24.5% | +13.5% | +38.0% |
| All | +38.0% | +26.8% | +11.2% | +38.0% |
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 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