-45.5%
PEGA vs EXR
-0.3%
-45.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -4.5% | +5.2% | -9.7% | -6.4% |
| 30D | -5.7% | +20.9% | -26.6% | -12.5% |
| 3M | +2.6% | +7.7% | -5.1% | -0.5% |
| 6M | -10.6% | +13.2% | -23.8% | -14.9% |
| YTD | -45.5% | +26.5% | -72.0% | -50.5% |
| 1Y | -44.8% | +27.2% | -72.0% | -50.1% |
| 3Y | +45.5% | +71.5% | -26.0% | +11.3% |
| All | -45.5% | -0.3% | -45.1% | -49.1% |
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