+14.4%
PH vs EXR
+25.3%
-10.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.3% | -0.4% | +4.8% | +4.5% |
| 30D | +0.1% | +18.2% | -18.1% | -5.7% |
| 3M | -9.4% | +7.3% | -16.7% | -11.4% |
| 6M | +8.8% | +13.8% | -5.1% | +2.8% |
| YTD | +9.6% | +25.9% | -16.3% | -2.3% |
| 1Y | +14.4% | +25.8% | -11.4% | +2.0% |
| All | +14.4% | +25.3% | -10.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling