+82.4%
PFG vs EXR
+53.5%
+28.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | +5.9% | +18.2% | -12.3% | +0.5% |
| 3M | -0.4% | +7.3% | -7.8% | -2.7% |
| 6M | +14.8% | +13.8% | +1.0% | +10.2% |
| YTD | +31.9% | +25.9% | +6.0% | +22.4% |
| 1Y | +38.8% | +25.8% | +13.0% | +28.8% |
| 3Y | +82.4% | +53.7% | +28.7% | +54.5% |
| All | +82.4% | +53.5% | +28.9% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling