+579.6%
PENG vs EXR
+194.6%
+385.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.6% | +9.0% |
| 7D | -3.8% | +2.7% | -6.5% | -4.7% |
| 30D | -40.1% | +18.9% | -59.0% | -44.0% |
| 3M | -21.8% | +8.4% | -30.1% | -24.4% |
| 6M | +3.3% | +14.3% | -11.0% | -3.5% |
| YTD | +133.6% | +27.2% | +106.4% | +109.2% |
| 1Y | +110.7% | +25.9% | +84.8% | +89.2% |
| 3Y | +204.3% | +54.6% | +149.6% | +145.8% |
| 5Y | +54.4% | -0.6% | +55.0% | +46.1% |
| All | +579.6% | +194.6% | +385.0% | +339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling