+419.1%
PFGC vs EXR
+168.9%
+250.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -2.2% | -2.6% | +0.4% | -1.1% |
| 30D | -11.9% | -7.2% | -4.7% | -9.2% |
| 3M | +5.0% | -3.5% | +8.5% | +6.5% |
| 6M | +8.6% | -5.3% | +13.9% | +10.9% |
| YTD | +9.7% | +9.4% | +0.3% | +5.3% |
| 1Y | -6.3% | +1.3% | -7.6% | -7.3% |
| 3Y | +58.2% | +22.4% | +35.8% | +39.2% |
| 5Y | +110.4% | -12.2% | +122.7% | +109.7% |
| 10Y | +272.8% | +148.6% | +124.2% | +142.9% |
| All | +419.1% | +168.9% | +250.2% | +213.7% |
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