+92.4%
PFG vs EXR
-0.3%
+92.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.6% | +5.2% | -5.8% | -2.4% |
| 30D | +2.0% | +20.9% | -18.9% | -4.5% |
| 3M | -3.2% | +7.7% | -10.9% | -5.7% |
| 6M | +10.9% | +13.2% | -2.3% | +6.0% |
| YTD | +28.8% | +26.5% | +2.4% | +18.1% |
| 1Y | +39.2% | +27.2% | +12.0% | +27.2% |
| 3Y | +75.0% | +71.5% | +3.5% | +38.3% |
| All | +92.4% | -0.3% | +92.8% | +77.2% |
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