-7.4%
PEG vs EXR
+28.1%
-35.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.4% |
| 7D | +1.0% | +11.3% | -10.2% | -2.4% |
| 30D | +6.6% | +21.2% | -14.6% | +0.4% |
| 3M | -3.1% | +8.7% | -11.8% | -5.9% |
| 6M | -7.4% | +18.2% | -25.6% | -12.2% |
| YTD | -6.4% | +27.9% | -34.4% | -12.2% |
| 1Y | -7.4% | +28.3% | -35.8% | -13.1% |
| All | -7.4% | +28.1% | -35.5% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling