+361.5%
PFGC vs EXR
+205.9%
+155.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +15.0% | +1.7% | +13.3% | +14.3% |
| 30D | +17.0% | +18.0% | -1.1% | +8.7% |
| 3M | -2.5% | +9.7% | -12.1% | -6.4% |
| 6M | +19.2% | +13.4% | +5.8% | +12.4% |
| YTD | +23.4% | +26.3% | -2.8% | +10.7% |
| 1Y | +13.9% | +27.6% | -13.7% | +1.6% |
| 3Y | +82.0% | +52.2% | +29.8% | +43.6% |
| 5Y | +128.7% | -1.1% | +129.7% | +117.5% |
| 10Y | +361.5% | +216.8% | +144.7% | +152.3% |
| All | +361.5% | +205.9% | +155.7% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling