+747.9%
PH vs EXR
+221.5%
+526.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.1% |
| 7D | +2.0% | +5.2% | -3.2% | +0.1% |
| 30D | -3.7% | +20.9% | -24.5% | -10.2% |
| 3M | -14.0% | +7.7% | -21.7% | -16.5% |
| 6M | +2.1% | +13.2% | -11.1% | -2.8% |
| YTD | +5.1% | +26.5% | -21.4% | -4.1% |
| 1Y | +10.9% | +27.2% | -16.3% | +1.1% |
| 3Y | +132.9% | +71.5% | +61.4% | +84.6% |
| 5Y | +200.1% | +0.4% | +199.7% | +185.4% |
| All | +747.9% | +221.5% | +526.4% | +490.5% |
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 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