+240.2%
PFG vs EXR
+146.7%
+93.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -3.0% | -4.3% | +1.3% | -1.4% |
| 30D | +2.5% | -8.0% | +10.5% | +5.6% |
| 3M | +6.1% | -8.9% | +14.9% | +9.6% |
| 6M | +31.3% | -6.0% | +37.3% | +33.9% |
| YTD | +33.6% | +5.9% | +27.6% | +30.2% |
| 1Y | +48.5% | -2.7% | +51.2% | +48.8% |
| 3Y | +69.6% | +20.9% | +48.8% | +52.9% |
| 5Y | +111.5% | -12.0% | +123.4% | +110.4% |
| All | +240.2% | +146.7% | +93.5% | +153.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling