+3.3%
PEP vs EXR
+0.2%
+3.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +6.7% | +6.8% | -0.2% | +4.9% |
| 30D | +13.5% | +19.6% | -6.1% | +8.6% |
| 3M | +3.9% | +8.0% | -4.0% | +1.9% |
| 6M | -6.0% | +17.2% | -23.1% | -9.6% |
| YTD | +2.5% | +27.2% | -24.8% | -3.5% |
| 1Y | +3.9% | +26.1% | -22.1% | -2.0% |
| 3Y | -4.7% | +70.7% | -75.3% | -16.7% |
| All | +3.3% | +0.2% | +3.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling