-10.5%
PCG vs EXR
+22.7%
-33.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.8% |
| 7D | -13.9% | -2.6% | -11.3% | -13.1% |
| 30D | -16.9% | -7.2% | -9.7% | -14.8% |
| 3M | -14.7% | -3.5% | -11.2% | -13.8% |
| 6M | -23.8% | -5.3% | -18.5% | -22.6% |
| YTD | -10.5% | +9.4% | -19.8% | -12.7% |
| 1Y | -5.1% | +1.3% | -6.4% | -5.7% |
| All | -10.5% | +22.7% | -33.3% | -11.9% |
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