+49.3%
PFG vs EXR
+0.3%
+49.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | +2.2% | -6.9% | +9.2% | +4.1% |
| 3M | +10.4% | -3.0% | +13.3% | +11.3% |
| 6M | +27.8% | -2.9% | +30.7% | +28.0% |
| YTD | +33.6% | +9.3% | +24.4% | +32.1% |
| 1Y | +49.3% | -0.9% | +50.2% | +45.4% |
| All | +49.3% | +0.3% | +49.0% | +45.4% |
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