+61.7%
PBR vs EXR
+54.2%
+7.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -9.1% | -1.1% | -8.0% | -9.0% |
| 30D | -29.9% | +18.8% | -48.7% | -31.4% |
| 3M | +2.3% | +9.9% | -7.6% | +1.1% |
| 6M | -10.9% | +12.6% | -23.5% | -12.4% |
| YTD | +56.9% | +26.5% | +30.4% | +50.3% |
| 1Y | +38.0% | +24.5% | +13.5% | +32.7% |
| All | +61.7% | +54.2% | +7.5% | +46.6% |
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