+99.0%
PBR vs EXR
+24.5%
+74.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +2.5% | -0.7% | +3.1% | +2.5% |
| 30D | +19.4% | -6.9% | +26.3% | +20.4% |
| 3M | +20.8% | -3.0% | +23.8% | +21.1% |
| 6M | +23.5% | -2.9% | +26.4% | +23.6% |
| YTD | +83.4% | +9.3% | +74.1% | +79.4% |
| 1Y | +77.6% | -0.9% | +78.5% | +76.5% |
| All | +99.0% | +24.5% | +74.5% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling