+116.1%
PG vs EXR
+151.8%
-35.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | +0.8% | -6.2% | +7.0% | +2.6% |
| 3M | -1.3% | -7.4% | +6.1% | +0.7% |
| 6M | -3.8% | -0.5% | -3.3% | -3.8% |
| YTD | +3.6% | +8.1% | -4.5% | +1.3% |
| 1Y | -5.7% | -2.9% | -2.9% | -5.4% |
| 3Y | +1.6% | +22.9% | -21.4% | -6.0% |
| 5Y | +14.6% | -10.2% | +24.8% | +13.6% |
| All | +116.1% | +151.8% | -35.6% | +56.2% |
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