+103.5%
PENG vs EXR
+22.7%
+80.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +6.8% |
| 7D | +4.5% | -2.6% | +7.1% | +5.4% |
| 30D | -7.1% | -7.2% | +0.1% | -5.0% |
| 3M | -27.3% | -3.5% | -23.8% | -27.6% |
| 6M | +169.6% | -5.3% | +174.9% | +169.8% |
| YTD | +164.6% | +9.4% | +155.3% | +149.0% |
| 1Y | +109.5% | +1.3% | +108.2% | +102.9% |
| All | +103.5% | +22.7% | +80.8% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling