+431.2%
PEP vs EXR
+3,090.1%
-2,658.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +4.6% | +1.7% | +2.9% | +4.2% |
| 30D | +14.0% | +18.0% | -4.0% | +9.9% |
| 3M | +5.4% | +9.7% | -4.3% | +3.2% |
| 6M | -5.1% | +13.4% | -18.6% | -7.8% |
| YTD | +3.1% | +26.3% | -23.2% | -2.2% |
| 1Y | +4.8% | +27.6% | -22.8% | -0.9% |
| 3Y | -4.1% | +52.2% | -56.3% | -13.7% |
| 5Y | +3.0% | -1.1% | +4.0% | +0.2% |
| 10Y | +89.6% | +216.8% | -127.2% | +43.5% |
| All | +431.2% | +3,090.1% | -2,658.9% | +150.0% |
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