+826.4%
PM vs EXR
+2,016.9%
-1,190.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | -6.6% | +1.7% | -8.4% | -7.0% |
| 30D | -3.4% | +18.0% | -21.5% | -7.2% |
| 3M | +5.3% | +9.7% | -4.3% | +3.0% |
| 6M | +15.5% | +13.4% | +2.1% | +12.0% |
| YTD | +24.3% | +26.3% | -2.0% | +17.2% |
| 1Y | +29.7% | +27.6% | +2.1% | +22.0% |
| 3Y | +144.9% | +52.2% | +92.7% | +117.5% |
| 5Y | +159.0% | -1.1% | +160.1% | +150.2% |
| 10Y | +250.9% | +216.8% | +34.1% | +150.8% |
| All | +826.4% | +2,016.9% | -1,190.5% | +331.3% |
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