+1,090.3%
PBR vs EXR
+3,075.0%
-1,984.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -3.7% | -1.2% | -2.5% | -3.2% |
| 30D | -29.0% | +18.3% | -47.3% | -34.1% |
| 3M | +4.9% | +9.1% | -4.2% | +0.7% |
| 6M | -8.4% | +11.7% | -20.2% | -13.4% |
| YTD | +59.4% | +25.7% | +33.7% | +42.0% |
| 1Y | +45.5% | +24.9% | +20.6% | +29.9% |
| 3Y | +67.4% | +51.4% | +15.9% | +32.3% |
| 5Y | +453.0% | -1.9% | +454.9% | +407.2% |
| 10Y | +555.9% | +214.0% | +342.0% | +220.9% |
| All | +1,090.3% | +3,075.0% | -1,984.8% | +68.7% |
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