+60.6%
PFE vs EXR
+221.5%
-160.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -3.7% | +5.2% | -8.9% | -4.9% |
| 30D | +5.0% | +20.9% | -15.9% | +0.2% |
| 3M | +12.2% | +7.7% | +4.5% | +10.1% |
| 6M | +14.6% | +13.2% | +1.4% | +11.0% |
| YTD | +24.1% | +26.5% | -2.4% | +16.7% |
| 1Y | +26.6% | +27.2% | -0.6% | +18.8% |
| 3Y | +14.3% | +71.5% | -57.2% | -0.9% |
| 5Y | -21.9% | +0.4% | -22.3% | -24.4% |
| All | +60.6% | +221.5% | -160.9% | +22.3% |
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 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