+7.0%
PCG vs EXR
-1.9%
+9.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -2.7% | +18.3% | -21.0% | -8.0% |
| 3M | -25.1% | +9.1% | -34.1% | -27.2% |
| 6M | -22.3% | +11.7% | -34.0% | -25.2% |
| YTD | -18.5% | +25.7% | -44.2% | -24.4% |
| 1Y | -21.8% | +24.9% | -46.7% | -27.4% |
| 3Y | -21.0% | +51.4% | -72.5% | -32.5% |
| All | +7.0% | -1.9% | +9.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling