+737.3%
PH vs EXR
+215.3%
+522.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +3.0% | +2.7% | +0.4% | +2.0% |
| 30D | -0.6% | +18.9% | -19.6% | -6.8% |
| 3M | -10.7% | +8.4% | -19.1% | -13.5% |
| 6M | +9.1% | +14.3% | -5.2% | +3.4% |
| YTD | +9.5% | +27.2% | -17.7% | -0.2% |
| 1Y | +14.0% | +25.9% | -11.9% | +4.3% |
| 3Y | +138.9% | +54.6% | +84.2% | +97.4% |
| 5Y | +209.1% | -0.6% | +209.7% | +195.1% |
| 10Y | +737.3% | +208.5% | +528.8% | +483.4% |
| All | +737.3% | +215.3% | +522.0% | +483.4% |
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 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