+763.1%
PM vs EXR
+1,733.0%
-969.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.7% |
| 7D | -4.9% | -2.6% | -2.3% | -4.3% |
| 30D | -3.4% | -7.2% | +3.8% | -1.6% |
| 3M | +5.2% | -3.5% | +8.7% | +6.1% |
| 6M | +3.7% | -5.3% | +9.0% | +5.0% |
| YTD | +15.8% | +9.4% | +6.4% | +13.1% |
| 1Y | +17.4% | +1.3% | +16.1% | +16.6% |
| 3Y | +116.9% | +22.4% | +94.5% | +102.6% |
| 5Y | +117.3% | -12.2% | +129.5% | +115.9% |
| 10Y | +193.8% | +148.6% | +45.2% | +122.1% |
| All | +763.1% | +1,733.0% | -969.9% | +316.3% |
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