+835.7%
PM vs EXR
+2,020.1%
-1,184.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.2% | +5.2% | -10.4% | -6.4% |
| 30D | +2.7% | +20.9% | -18.2% | -1.9% |
| 3M | +5.2% | +7.7% | -2.5% | +3.3% |
| 6M | +17.0% | +13.2% | +3.8% | +13.5% |
| YTD | +25.5% | +26.5% | -1.0% | +18.3% |
| 1Y | +35.5% | +27.2% | +8.3% | +27.6% |
| 3Y | +143.9% | +71.5% | +72.4% | +110.0% |
| 5Y | +161.8% | +0.4% | +161.5% | +152.0% |
| 10Y | +235.9% | +225.2% | +10.8% | +138.7% |
| All | +835.7% | +2,020.1% | -1,184.4% | +335.5% |
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