+89.0%
PFG vs EXR
-1.8%
+90.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | +5.9% | +18.2% | -12.3% | -0.1% |
| 3M | -0.4% | +7.3% | -7.8% | -2.9% |
| 6M | +14.8% | +13.8% | +1.0% | +9.6% |
| YTD | +31.9% | +25.9% | +6.0% | +21.2% |
| 1Y | +38.8% | +25.8% | +13.0% | +27.5% |
| 3Y | +82.4% | +53.7% | +28.7% | +50.9% |
| All | +89.0% | -1.8% | +90.8% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling