+316.0%
PNR vs EXR
+2,662.2%
-2,346.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -1.3% |
| 30D | -12.8% | -7.2% | -5.6% | -10.0% |
| 3M | -17.0% | -3.5% | -13.5% | -15.7% |
| 6M | -37.4% | -5.3% | -32.1% | -36.0% |
| YTD | -41.6% | +9.4% | -51.0% | -43.9% |
| 1Y | -44.6% | +1.3% | -45.9% | -45.2% |
| 3Y | -12.1% | +22.4% | -34.5% | -21.1% |
| 5Y | -17.4% | -12.2% | -5.2% | -16.4% |
| 10Y | +64.0% | +148.6% | -84.6% | +3.0% |
| All | +316.0% | +2,662.2% | -2,346.3% | -15.4% |
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