-23.1%
PFE vs EXR
-0.9%
-22.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.0% | -1.1% | -1.8% | -2.7% |
| 30D | +5.2% | +18.8% | -13.6% | +0.9% |
| 3M | +12.2% | +9.9% | +2.3% | +9.6% |
| 6M | +17.8% | +12.6% | +5.2% | +14.3% |
| YTD | +26.2% | +26.5% | -0.3% | +18.8% |
| 1Y | +23.2% | +24.5% | -1.3% | +16.4% |
| 3Y | +21.3% | +52.4% | -31.1% | +9.9% |
| 5Y | -23.1% | -1.5% | -21.6% | -18.3% |
| All | -23.1% | -0.9% | -22.2% | -18.3% |
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 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