+80.3%
PEP vs EXR
+215.3%
-135.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.0% | +2.7% | -1.6% | +0.2% |
| 30D | +12.6% | +18.9% | -6.3% | +6.7% |
| 3M | +3.1% | +8.4% | -5.2% | +0.6% |
| 6M | -6.3% | +14.3% | -20.6% | -10.1% |
| YTD | +1.9% | +27.2% | -25.4% | -5.7% |
| 1Y | +3.3% | +25.9% | -22.7% | -4.2% |
| 3Y | -4.8% | +54.6% | -59.5% | -18.8% |
| 5Y | +2.0% | -0.6% | +2.6% | -1.5% |
| 10Y | +80.3% | +208.5% | -128.2% | +14.4% |
| All | +80.3% | +215.3% | -135.0% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling