+1,156.8%
PCAR vs EXR
+3,113.6%
-1,956.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +2.2% | +6.8% | -4.7% | -0.9% |
| 30D | -4.4% | +19.6% | -24.0% | -12.0% |
| 3M | -21.4% | +8.0% | -29.4% | -24.2% |
| 6M | -7.3% | +17.2% | -24.5% | -14.2% |
| YTD | -3.8% | +27.2% | -31.0% | -14.3% |
| 1Y | +6.3% | +26.1% | -19.8% | -5.0% |
| 3Y | +34.4% | +70.7% | -36.3% | +0.3% |
| 5Y | +109.2% | +1.0% | +108.3% | +92.1% |
| 10Y | +312.9% | +227.1% | +85.8% | +89.9% |
| All | +1,156.8% | +3,113.6% | -1,956.8% | +45.5% |
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 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