+568.2%
PFG vs EXR
+2,662.2%
-2,094.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.7% |
| 7D | +5.5% | -2.6% | +8.1% | +7.5% |
| 30D | +2.4% | -7.2% | +9.6% | +7.9% |
| 3M | +13.6% | -3.5% | +17.1% | +16.2% |
| 6M | +27.9% | -5.3% | +33.2% | +31.9% |
| YTD | +35.6% | +9.4% | +26.2% | +25.6% |
| 1Y | +48.5% | +1.3% | +47.1% | +44.0% |
| 3Y | +66.9% | +22.4% | +44.4% | +32.3% |
| 5Y | +111.0% | -12.2% | +123.2% | +99.7% |
| 10Y | +244.5% | +148.6% | +95.9% | +24.6% |
| All | +568.2% | +2,662.2% | -2,094.0% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling