+2.1%
PENG vs EXR
+17.3%
-15.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -0.6% | -22.4% | -23.9% |
| 7D | -36.7% | +6.8% | -43.5% | -29.3% |
| 30D | -42.0% | +19.6% | -61.6% | -23.1% |
| 3M | -33.2% | +8.0% | -41.2% | -25.7% |
| 6M | +2.1% | +17.2% | -15.0% | +18.6% |
| All | +2.1% | +17.3% | -15.2% | +18.6% |
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