+197.9%
PFG vs EXR
+215.3%
-17.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +2.3% | +2.7% | -0.4% | +1.3% |
| 30D | +7.6% | +18.9% | -11.3% | +0.9% |
| 3M | +2.5% | +8.4% | -5.8% | -0.5% |
| 6M | +16.6% | +14.3% | +2.3% | +10.8% |
| YTD | +34.1% | +27.2% | +6.8% | +21.9% |
| 1Y | +44.1% | +25.9% | +18.1% | +31.4% |
| 3Y | +86.3% | +54.6% | +31.6% | +52.9% |
| 5Y | +101.6% | -0.6% | +102.2% | +92.2% |
| 10Y | +197.9% | +208.5% | -10.6% | +108.7% |
| All | +197.9% | +215.3% | -17.4% | +108.7% |
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