+465.8%
PFGC vs EXR
+211.0%
+254.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +8.5% | +5.2% | +3.3% | +6.3% |
| 30D | +15.0% | +20.9% | -5.9% | +6.2% |
| 3M | -6.2% | +7.7% | -13.9% | -9.1% |
| 6M | +15.7% | +13.2% | +2.6% | +9.6% |
| YTD | +19.6% | +26.5% | -6.9% | +7.9% |
| 1Y | +13.2% | +27.2% | -14.0% | +1.9% |
| 3Y | +77.0% | +71.5% | +5.4% | +34.1% |
| 5Y | +121.5% | +0.4% | +121.1% | +109.8% |
| 10Y | +354.5% | +225.2% | +129.4% | +174.1% |
| All | +465.8% | +211.0% | +254.8% | +221.5% |
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