-19.8%
PCOR vs EXR
-1.5%
-18.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +23.7% | +6.8% | +16.9% | +20.0% |
| 30D | +39.0% | +19.6% | +19.4% | +27.4% |
| 3M | +35.8% | +8.0% | +27.8% | +30.9% |
| 6M | +38.2% | +17.2% | +21.1% | +27.5% |
| YTD | +3.9% | +27.2% | -23.3% | -9.1% |
| 1Y | +5.7% | +26.1% | -20.4% | -7.4% |
| 3Y | +44.8% | +70.7% | -25.9% | -0.5% |
| 5Y | -19.8% | +1.0% | -20.7% | -29.6% |
| All | -19.8% | -1.5% | -18.2% | -29.6% |
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