+3,649.5%
PH vs EXR
+2,662.2%
+987.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -2.0% |
| 30D | -3.2% | -7.2% | +3.9% | -0.2% |
| 3M | +10.6% | -3.5% | +14.1% | +11.9% |
| 6M | -2.1% | -5.3% | +3.2% | -0.2% |
| YTD | +10.2% | +9.4% | +0.8% | +5.7% |
| 1Y | +28.2% | +1.3% | +26.9% | +26.5% |
| 3Y | +134.9% | +22.4% | +112.5% | +108.4% |
| 5Y | +253.6% | -12.2% | +265.9% | +252.2% |
| 10Y | +804.7% | +148.6% | +656.2% | +448.5% |
| All | +3,649.5% | +2,662.2% | +987.3% | +601.2% |
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