+535.2%
PFG vs EXR
+3,094.9%
-2,559.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -0.6% | +5.2% | -5.8% | -4.1% |
| 30D | +2.0% | +20.9% | -18.9% | -10.8% |
| 3M | -3.2% | +7.7% | -10.9% | -8.3% |
| 6M | +10.9% | +13.2% | -2.3% | +1.0% |
| YTD | +28.8% | +26.5% | +2.4% | +7.5% |
| 1Y | +39.2% | +27.2% | +12.0% | +15.4% |
| 3Y | +75.0% | +71.5% | +3.5% | +8.6% |
| 5Y | +91.9% | +0.4% | +91.6% | +66.1% |
| 10Y | +202.3% | +225.2% | -22.9% | -10.4% |
| All | +535.2% | +3,094.9% | -2,559.7% | -72.7% |
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