-19.6%
PCG vs EXR
+27.0%
-46.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -1.1% | +2.7% | -3.7% | -2.2% |
| 30D | +0.1% | +18.9% | -18.9% | -7.8% |
| 3M | -24.4% | +8.4% | -32.8% | -27.2% |
| 6M | -17.7% | +14.3% | -32.0% | -22.8% |
| YTD | -17.4% | +27.2% | -44.7% | -24.9% |
| All | -19.6% | +27.0% | -46.6% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling