+24.1%
PPG vs EXR
+151.8%
-127.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | -6.2% | -1.2% | -5.1% | -5.8% |
| 30D | -7.9% | -6.2% | -1.7% | -5.8% |
| 3M | -10.2% | -7.4% | -2.8% | -7.7% |
| 6M | +2.7% | -0.5% | +3.2% | +2.9% |
| YTD | +4.9% | +8.1% | -3.2% | +2.0% |
| 1Y | -3.2% | -2.9% | -0.3% | -2.3% |
| 3Y | -17.0% | +22.9% | -39.9% | -23.8% |
| 5Y | -23.3% | -10.2% | -13.2% | -23.2% |
| All | +24.1% | +151.8% | -127.7% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling