+738.8%
PEG vs EXR
+3,095.3%
-2,356.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.5% | -1.1% | +2.6% | +1.8% |
| 30D | +5.0% | +18.8% | -13.8% | -0.2% |
| 3M | -0.3% | +9.9% | -10.2% | -3.1% |
| 6M | -2.7% | +12.6% | -15.3% | -6.1% |
| YTD | -5.1% | +26.5% | -31.6% | -11.7% |
| 1Y | -8.3% | +24.5% | -32.7% | -14.3% |
| 3Y | +33.0% | +52.4% | -19.4% | +14.7% |
| 5Y | +41.3% | -1.5% | +42.8% | +36.0% |
| 10Y | +164.5% | +216.0% | -51.4% | +79.2% |
| All | +738.8% | +3,095.3% | -2,356.5% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling