+42.8%
PEG vs EXR
-0.5%
+43.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | +0.9% | +2.7% | -1.8% | +0.1% |
| 30D | +3.8% | +18.9% | -15.1% | -1.0% |
| 3M | +0.1% | +8.4% | -8.3% | -2.2% |
| 6M | -1.0% | +14.3% | -15.3% | -4.7% |
| YTD | -4.1% | +27.2% | -31.4% | -10.5% |
| 1Y | -6.9% | +25.9% | -32.8% | -12.8% |
| 3Y | +35.6% | +54.6% | -19.0% | +16.2% |
| 5Y | +42.8% | -0.6% | +43.4% | +37.3% |
| All | +42.8% | -0.5% | +43.2% | +37.3% |
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 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