+109.5%
PENG vs EXR
+1.1%
+108.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +6.3% |
| 7D | +4.5% | -2.6% | +7.1% | +4.2% |
| 30D | -7.1% | -7.2% | +0.1% | -7.9% |
| 3M | -27.3% | -3.5% | -23.8% | -28.9% |
| 6M | +169.6% | -5.3% | +174.9% | +158.2% |
| YTD | +164.6% | +9.4% | +155.3% | +145.7% |
| 1Y | +109.5% | +1.3% | +108.2% | +96.1% |
| All | +109.5% | +1.1% | +108.4% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling