+409.1%
PEP vs EXR
+2,662.2%
-2,253.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | -1.4% | -2.6% | +1.2% | -0.8% |
| 30D | +0.2% | -7.2% | +7.4% | +1.9% |
| 3M | -1.1% | -3.5% | +2.4% | -0.3% |
| 6M | -13.5% | -5.3% | -8.2% | -12.5% |
| YTD | -1.2% | +9.4% | -10.5% | -3.3% |
| 1Y | -1.6% | +1.3% | -2.9% | -2.1% |
| 3Y | -12.5% | +22.4% | -34.9% | -17.5% |
| 5Y | +3.0% | -12.2% | +15.3% | +2.8% |
| 10Y | +73.9% | +148.6% | -74.7% | +38.2% |
| All | +409.1% | +2,662.2% | -2,253.1% | +147.3% |
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