+169.6%
PENG vs EXR
-4.6%
+174.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +5.9% |
| 7D | +4.5% | -2.6% | +7.1% | +3.3% |
| 30D | -7.1% | -7.2% | +0.1% | -10.3% |
| 3M | -27.3% | -3.5% | -23.8% | -30.8% |
| 6M | +169.6% | -5.3% | +174.9% | +151.7% |
| All | +169.6% | -4.6% | +174.2% | +151.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling