+37.3%
PCAR vs EXR
+53.9%
-16.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +2.9% | +2.7% | +0.2% | +2.1% |
| 30D | -2.1% | +18.9% | -21.1% | -7.5% |
| 3M | -20.4% | +8.4% | -28.7% | -22.5% |
| 6M | -7.0% | +14.3% | -21.3% | -11.1% |
| YTD | -2.6% | +27.2% | -29.9% | -10.0% |
| 1Y | +9.8% | +25.9% | -16.2% | +1.8% |
| 3Y | +37.3% | +54.6% | -17.4% | +17.3% |
| All | +37.3% | +53.9% | -16.6% | +17.3% |
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