+724.6%
PEG vs EXR
+2,662.2%
-1,937.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +0.7% | -2.6% | +3.3% | +1.5% |
| 30D | -2.4% | -7.2% | +4.8% | -0.3% |
| 3M | -4.8% | -3.5% | -1.3% | -3.9% |
| 6M | -10.7% | -5.3% | -5.4% | -9.4% |
| YTD | -6.7% | +9.4% | -16.0% | -9.4% |
| 1Y | -6.8% | +1.3% | -8.2% | -7.7% |
| 3Y | +34.5% | +22.4% | +12.1% | +23.3% |
| 5Y | +35.8% | -12.2% | +48.0% | +35.0% |
| 10Y | +141.7% | +148.6% | -6.8% | +75.0% |
| All | +724.6% | +2,662.2% | -1,937.6% | +199.9% |
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