-11.8%
PNR vs EXR
+24.5%
-36.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -14.9% | -6.9% | -8.0% | -12.0% |
| 3M | -19.0% | -3.0% | -16.1% | -17.8% |
| 6M | -35.9% | -2.9% | -33.0% | -35.1% |
| YTD | -43.1% | +9.3% | -52.4% | -45.5% |
| 1Y | -46.4% | -0.9% | -45.5% | -46.4% |
| All | -11.8% | +24.5% | -36.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling