+37.1%
PFG vs EXR
+24.1%
+13.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | +5.0% | +18.3% | -13.3% | -0.9% |
| 3M | +0.1% | +9.1% | -9.0% | -3.0% |
| 6M | +13.8% | +11.7% | +2.0% | +9.4% |
| YTD | +31.2% | +25.7% | +5.6% | +20.3% |
| 1Y | +37.1% | +24.9% | +12.2% | +26.0% |
| All | +37.1% | +24.1% | +13.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling