+28.3%
PENG vs EXR
-1.5%
+29.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -0.6% | -22.4% | -22.8% |
| 7D | -36.7% | +6.8% | -43.5% | -38.4% |
| 30D | -42.0% | +19.6% | -61.6% | -46.2% |
| 3M | -33.2% | +8.0% | -41.2% | -35.4% |
| 6M | +2.1% | +17.2% | -15.0% | -6.4% |
| YTD | +90.3% | +27.2% | +63.1% | +67.7% |
| 1Y | +67.7% | +26.1% | +41.6% | +48.1% |
| 3Y | +154.2% | +70.7% | +83.6% | +82.8% |
| 5Y | +28.3% | +1.0% | +27.3% | +18.0% |
| All | +28.3% | -1.5% | +29.8% | +18.0% |
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