+619.0%
PENG vs EXR
+196.2%
+422.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.2% | -10.1% |
| 7D | -20.5% | +11.3% | -31.7% | -23.6% |
| 30D | -20.4% | +21.2% | -41.5% | -26.1% |
| 3M | -16.4% | +8.7% | -25.1% | -19.3% |
| 6M | +49.2% | +18.2% | +31.0% | +37.6% |
| YTD | +147.2% | +27.9% | +119.2% | +120.8% |
| 1Y | +124.7% | +28.3% | +96.3% | +100.2% |
| 3Y | +230.3% | +71.7% | +158.6% | +154.9% |
| 5Y | +71.4% | -0.6% | +72.0% | +62.1% |
| All | +619.0% | +196.2% | +422.8% | +363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling