+3.9%
PEP vs EXR
+26.1%
-22.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.9% | +5.2% | -2.3% | +1.0% |
| 30D | +14.2% | +20.9% | -6.6% | +6.5% |
| 3M | +3.2% | +7.7% | -4.5% | +0.3% |
| 6M | -7.4% | +13.2% | -20.6% | -11.2% |
| YTD | +1.5% | +26.5% | -25.0% | -6.8% |
| 1Y | +3.9% | +27.2% | -23.3% | -5.2% |
| All | +3.9% | +26.1% | -22.2% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling