+43.6%
PENG vs EXR
-0.3%
+44.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.6% |
| 7D | -19.4% | +5.2% | -24.7% | -21.1% |
| 30D | -42.4% | +20.9% | -63.3% | -46.8% |
| 3M | -25.6% | +7.7% | -33.4% | -28.1% |
| 6M | +7.3% | +13.2% | -5.9% | -0.2% |
| YTD | +113.9% | +26.5% | +87.4% | +88.8% |
| 1Y | +93.6% | +27.2% | +66.4% | +70.1% |
| 3Y | +170.2% | +71.5% | +98.7% | +93.5% |
| All | +43.6% | -0.3% | +44.0% | +32.4% |
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