+37.2%
PEG vs EXR
-11.8%
+49.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +0.7% | -2.6% | +3.3% | +1.4% |
| 30D | -2.4% | -7.2% | +4.8% | -0.5% |
| 3M | -4.8% | -3.5% | -1.3% | -4.0% |
| 6M | -10.7% | -5.3% | -5.4% | -9.6% |
| YTD | -6.7% | +9.4% | -16.0% | -9.1% |
| 1Y | -6.8% | +1.3% | -8.2% | -7.6% |
| 3Y | +34.5% | +22.4% | +12.1% | +23.8% |
| All | +37.2% | -11.8% | +49.0% | +38.2% |
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