+162.6%
PM vs EXR
-1.8%
+164.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.5% | -0.4% | +1.0% | +0.6% |
| 30D | -3.2% | +18.2% | -21.4% | -6.5% |
| 3M | +6.2% | +7.3% | -1.1% | +4.6% |
| 6M | +7.7% | +13.8% | -6.2% | +4.8% |
| YTD | +27.3% | +25.9% | +1.3% | +21.4% |
| 1Y | +32.8% | +25.8% | +7.0% | +26.6% |
| 3Y | +150.0% | +53.7% | +96.3% | +127.6% |
| All | +162.6% | -1.8% | +164.3% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling