+287.1%
PCAR vs EXR
+216.3%
+70.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.9% | -0.4% | +5.4% | +5.1% |
| 30D | -1.4% | +18.2% | -19.6% | -5.7% |
| 3M | -18.1% | +7.3% | -25.5% | -19.7% |
| 6M | -4.0% | +13.8% | -17.8% | -7.4% |
| YTD | -1.5% | +25.9% | -27.4% | -7.4% |
| 1Y | +13.2% | +25.8% | -12.6% | +6.4% |
| 3Y | +35.8% | +53.7% | -17.9% | +19.8% |
| 5Y | +114.6% | -1.8% | +116.4% | +107.6% |
| All | +287.1% | +216.3% | +70.8% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling