-23.7%
PPG vs EXR
-11.2%
-12.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -5.1% | -3.2% | -1.9% | -3.8% |
| 30D | -9.6% | -6.9% | -2.7% | -6.8% |
| 3M | -6.4% | -7.8% | +1.4% | -3.2% |
| 6M | +0.5% | -4.9% | +5.4% | +2.6% |
| YTD | +4.4% | +7.2% | -2.7% | +1.4% |
| 1Y | -0.9% | -1.5% | +0.6% | -0.5% |
| 3Y | -17.0% | +22.3% | -39.2% | -25.0% |
| 5Y | -23.7% | -10.9% | -12.7% | -22.5% |
| All | -23.7% | -11.2% | -12.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling