+1,223.1%
PBR vs EXR
+2,662.2%
-1,439.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +8.6% | -2.6% | +11.1% | +9.7% |
| 30D | +12.8% | -7.2% | +20.0% | +16.3% |
| 3M | +14.7% | -3.5% | +18.2% | +16.0% |
| 6M | +25.2% | -5.3% | +30.5% | +26.8% |
| YTD | +77.1% | +9.4% | +67.8% | +68.1% |
| 1Y | +69.6% | +1.3% | +68.2% | +65.7% |
| 3Y | +95.6% | +22.4% | +73.2% | +69.1% |
| 5Y | +501.8% | -12.2% | +514.0% | +477.3% |
| 10Y | +640.6% | +148.6% | +492.0% | +303.8% |
| All | +1,223.1% | +2,662.2% | -1,439.1% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling