-6.1%
PEG vs EXR
-2.8%
-3.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | -0.1% | -3.1% | +3.0% | +0.8% |
| 30D | -1.7% | -7.5% | +5.8% | +0.4% |
| 3M | -6.8% | -7.5% | +0.7% | -4.9% |
| 6M | -11.4% | -5.2% | -6.2% | -10.4% |
| YTD | -7.2% | +6.5% | -13.7% | -8.0% |
| 1Y | -6.1% | -2.0% | -4.1% | -4.4% |
| All | -6.1% | -2.8% | -3.3% | -4.4% |
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 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