+48.9%
PCOR vs EXR
+70.9%
-22.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +23.7% | +6.8% | +16.9% | +21.1% |
| 30D | +39.0% | +19.6% | +19.4% | +31.0% |
| 3M | +35.8% | +8.0% | +27.8% | +32.3% |
| 6M | +38.2% | +17.2% | +21.1% | +30.9% |
| YTD | +3.9% | +27.2% | -23.3% | -5.2% |
| 1Y | +5.7% | +26.1% | -20.4% | -3.4% |
| All | +48.9% | +70.9% | -22.0% | +15.9% |
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