+1,399.8%
PCAR vs EXR
+2,662.2%
-1,262.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.5% | -2.6% | +2.1% | +0.7% |
| 30D | -6.2% | -7.2% | +1.0% | -3.0% |
| 3M | +5.9% | -3.5% | +9.4% | +7.4% |
| 6M | +0.4% | -5.3% | +5.7% | +2.6% |
| YTD | +14.8% | +9.4% | +5.5% | +9.7% |
| 1Y | +30.1% | +1.3% | +28.8% | +28.5% |
| 3Y | +66.7% | +22.4% | +44.2% | +45.3% |
| 5Y | +166.1% | -12.2% | +178.4% | +160.2% |
| 10Y | +353.7% | +148.6% | +205.1% | +138.3% |
| All | +1,399.8% | +2,662.2% | -1,262.5% | +86.4% |
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