+136.0%
PENG vs EXR
+26.8%
+109.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.2% | +10.4% |
| 7D | +1.9% | -1.1% | +3.0% | +1.4% |
| 30D | -37.8% | +18.8% | -56.5% | -34.5% |
| 3M | -14.1% | +9.9% | -24.0% | -10.6% |
| 6M | +13.1% | +12.6% | +0.5% | +14.1% |
| YTD | +151.8% | +26.5% | +125.3% | +130.5% |
| 1Y | +136.0% | +24.5% | +111.5% | +121.3% |
| All | +136.0% | +26.8% | +109.2% | +121.3% |
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 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