+162.8%
PEG vs EXR
+205.9%
-43.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +2.6% | +1.7% | +0.8% | +1.9% |
| 30D | +3.3% | +18.0% | -14.7% | -2.5% |
| 3M | +1.1% | +9.7% | -8.6% | -2.2% |
| 6M | -1.4% | +13.4% | -14.9% | -5.9% |
| YTD | -4.6% | +26.3% | -30.9% | -12.5% |
| 1Y | -7.2% | +27.6% | -34.8% | -15.3% |
| 3Y | +33.7% | +52.2% | -18.4% | +10.5% |
| 5Y | +40.8% | -1.1% | +41.9% | +34.7% |
| 10Y | +162.8% | +216.8% | -54.0% | +56.4% |
| All | +162.8% | +205.9% | -43.0% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling