+240.2%
PFG vs EXR
+149.6%
+90.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -3.0% | -3.2% | +0.2% | -1.8% |
| 30D | +2.5% | -6.9% | +9.4% | +5.2% |
| 3M | +6.1% | -7.8% | +13.9% | +9.2% |
| 6M | +31.3% | -4.9% | +36.2% | +33.3% |
| YTD | +33.6% | +7.2% | +26.4% | +29.6% |
| 1Y | +48.5% | -1.5% | +50.0% | +48.2% |
| 3Y | +69.6% | +22.3% | +47.3% | +52.3% |
| 5Y | +111.5% | -10.9% | +122.4% | +109.5% |
| All | +240.2% | +149.6% | +90.6% | +152.0% |
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