-76.4%
PCG vs EXR
+217.4%
-293.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | -0.5% | +18.8% | -19.2% | -5.7% |
| 3M | -24.0% | +9.9% | -33.9% | -26.2% |
| 6M | -18.6% | +12.6% | -31.2% | -21.7% |
| YTD | -17.7% | +26.5% | -44.2% | -23.5% |
| 1Y | -20.0% | +24.5% | -44.5% | -25.4% |
| 3Y | -20.2% | +52.4% | -72.7% | -31.2% |
| 5Y | +8.4% | -1.5% | +9.9% | +4.8% |
| 10Y | -76.4% | +216.0% | -292.3% | -83.2% |
| All | -76.4% | +217.4% | -293.8% | -83.2% |
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