-19.4%
PCG vs EXR
+70.9%
-90.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | 0.0% | +6.8% | -6.8% | -2.1% |
| 30D | +5.8% | +19.6% | -13.8% | -0.2% |
| 3M | -22.8% | +8.0% | -30.7% | -24.7% |
| 6M | -18.4% | +17.2% | -35.6% | -22.5% |
| YTD | -16.9% | +27.2% | -44.1% | -22.9% |
| 1Y | -17.6% | +26.1% | -43.7% | -23.5% |
| All | -19.4% | +70.9% | -90.3% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling