+2,076.7%
PGR vs EXR
+2,590.4%
-513.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | -2.7% | -3.1% | +0.4% | -1.6% |
| 30D | +0.7% | -7.5% | +8.2% | +3.5% |
| 3M | +7.7% | -7.5% | +15.2% | +10.7% |
| 6M | +4.3% | -5.2% | +9.5% | +5.9% |
| YTD | +0.7% | +6.5% | -5.8% | -2.1% |
| 1Y | -5.7% | -2.0% | -3.6% | -5.7% |
| 3Y | +73.7% | +21.5% | +52.1% | +55.0% |
| 5Y | +158.4% | -11.5% | +169.9% | +152.2% |
| 10Y | +810.5% | +148.0% | +662.5% | +466.2% |
| All | +2,076.7% | +2,590.4% | -513.8% | +377.8% |
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