+143.9%
PM vs EXR
+69.9%
+74.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.2% | +5.2% | -10.4% | -6.2% |
| 30D | +2.7% | +20.9% | -18.2% | -1.2% |
| 3M | +5.2% | +7.7% | -2.5% | +3.6% |
| 6M | +17.0% | +13.2% | +3.8% | +14.1% |
| YTD | +25.5% | +26.5% | -1.0% | +20.1% |
| 1Y | +35.5% | +27.2% | +8.3% | +29.5% |
| 3Y | +143.9% | +71.5% | +72.4% | +140.1% |
| All | +143.9% | +69.9% | +74.0% | +140.1% |
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