-77.6%
PCG vs EXR
+221.5%
-299.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -1.6% | +5.2% | -6.8% | -3.1% |
| 30D | +1.4% | +20.9% | -19.5% | -4.5% |
| 3M | -23.4% | +7.7% | -31.1% | -25.2% |
| 6M | -19.4% | +13.2% | -32.6% | -22.5% |
| YTD | -18.5% | +26.5% | -45.0% | -24.3% |
| 1Y | -19.5% | +27.2% | -46.7% | -25.5% |
| 3Y | -21.0% | +71.5% | -92.5% | -34.3% |
| 5Y | +13.7% | +0.4% | +13.4% | +9.4% |
| All | -77.6% | +221.5% | -299.1% | -84.1% |
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