-31.8%
PNR vs EXR
+28.1%
-59.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +1.4% |
| 7D | +11.9% | +11.3% | +0.6% | +5.2% |
| 30D | +37.1% | +21.2% | +16.0% | +23.4% |
| 3M | +5.7% | +8.7% | -3.0% | +0.6% |
| 6M | -5.7% | +18.2% | -23.9% | -13.7% |
| YTD | -29.8% | +27.9% | -57.8% | -39.0% |
| 1Y | -31.8% | +28.3% | -60.1% | -41.2% |
| All | -31.8% | +28.1% | -59.8% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling