-76.7%
PCG vs EXR
+215.3%
-292.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.1% | +2.7% | -3.7% | -1.9% |
| 30D | +0.1% | +18.9% | -18.9% | -5.3% |
| 3M | -24.4% | +8.4% | -32.8% | -26.3% |
| 6M | -17.7% | +14.3% | -32.0% | -21.1% |
| YTD | -17.4% | +27.2% | -44.7% | -23.4% |
| 1Y | -19.4% | +25.9% | -45.3% | -25.1% |
| 3Y | -18.6% | +54.6% | -73.2% | -30.0% |
| 5Y | +10.2% | -0.6% | +10.8% | +6.3% |
| 10Y | -76.7% | +208.5% | -285.2% | -83.4% |
| All | -76.7% | +215.3% | -292.0% | -83.4% |
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 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