-76.2%
PCG vs EXR
+205.9%
-282.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | -0.5% | +1.7% | -2.2% | -1.0% |
| 30D | +0.8% | +18.0% | -17.3% | -4.4% |
| 3M | -22.0% | +9.7% | -31.7% | -24.3% |
| 6M | -17.1% | +13.4% | -30.5% | -20.4% |
| YTD | -16.9% | +26.3% | -43.1% | -22.7% |
| 1Y | -19.1% | +27.6% | -46.6% | -25.1% |
| 3Y | -19.4% | +52.2% | -71.6% | -30.4% |
| 5Y | +9.0% | -1.1% | +10.1% | +5.3% |
| 10Y | -76.2% | +216.8% | -293.0% | -83.0% |
| All | -76.2% | +205.9% | -282.0% | -83.0% |
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