+143.7%
PEG vs EXR
+149.6%
-5.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -0.9% | -3.2% | +2.3% | +0.2% |
| 30D | -2.8% | -6.9% | +4.1% | -0.4% |
| 3M | -6.9% | -7.8% | +0.9% | -4.4% |
| 6M | -11.4% | -4.9% | -6.5% | -10.1% |
| YTD | -7.4% | +7.2% | -14.5% | -10.0% |
| 1Y | -8.3% | -1.5% | -6.8% | -8.4% |
| 3Y | +31.5% | +22.3% | +9.3% | +17.5% |
| 5Y | +38.0% | -10.9% | +48.9% | +35.9% |
| All | +143.7% | +149.6% | -5.9% | +56.3% |
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