+82.3%
PFGC vs EXR
+53.5%
+28.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +16.9% | +18.2% | -1.3% | +10.8% |
| 3M | +6.4% | +7.3% | -0.9% | +4.0% |
| 6M | +16.0% | +13.8% | +2.2% | +11.1% |
| YTD | +23.6% | +25.9% | -2.3% | +14.9% |
| 1Y | +16.6% | +25.8% | -9.2% | +8.4% |
| 3Y | +82.3% | +53.7% | +28.6% | +64.4% |
| All | +82.3% | +53.5% | +28.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling