+134.6%
PH vs EXR
+53.2%
+81.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | +0.5% | +18.3% | -17.8% | -4.8% |
| 3M | -10.2% | +9.1% | -19.3% | -12.8% |
| 6M | +8.9% | +11.7% | -2.8% | +4.7% |
| YTD | +9.7% | +25.7% | -16.0% | +1.6% |
| 1Y | +12.8% | +24.9% | -12.1% | +4.6% |
| All | +134.6% | +53.2% | +81.4% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling