+295.0%
PCAR vs EXR
+217.4%
+77.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +0.3% | +18.8% | -18.4% | -4.1% |
| 3M | -17.9% | +9.9% | -27.8% | -20.0% |
| 6M | -3.4% | +12.6% | -16.0% | -6.5% |
| YTD | -0.1% | +26.5% | -26.6% | -6.2% |
| 1Y | +13.4% | +24.5% | -11.1% | +6.9% |
| 3Y | +37.2% | +52.4% | -15.2% | +21.2% |
| 5Y | +117.3% | -1.5% | +118.9% | +110.1% |
| 10Y | +295.0% | +216.0% | +79.0% | +205.5% |
| All | +295.0% | +217.4% | +77.5% | +205.5% |
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 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