+143.8%
PFE vs EXR
+2,662.2%
-2,518.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +1.8% | -2.6% | +4.3% | +2.4% |
| 30D | +10.2% | -7.2% | +17.4% | +12.3% |
| 3M | +12.7% | -3.5% | +16.2% | +13.6% |
| 6M | +10.5% | -5.3% | +15.8% | +11.9% |
| YTD | +20.2% | +9.4% | +10.8% | +17.0% |
| 1Y | +24.1% | +1.3% | +22.7% | +23.1% |
| 3Y | -3.6% | +22.4% | -26.0% | -10.0% |
| 5Y | -20.9% | -12.2% | -8.6% | -21.3% |
| 10Y | +35.8% | +148.6% | -112.7% | -0.3% |
| All | +143.8% | +2,662.2% | -2,518.4% | -12.5% |
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