-0.8%
PPL vs EXR
+1.1%
-1.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.7% | -2.6% | +5.2% | +3.3% |
| 30D | +0.5% | -7.2% | +7.6% | +2.4% |
| 3M | +0.7% | -3.5% | +4.2% | +1.6% |
| 6M | -7.6% | -5.3% | -2.3% | -6.6% |
| YTD | +1.8% | +9.4% | -7.5% | +0.8% |
| 1Y | -0.8% | +1.3% | -2.1% | -1.0% |
| All | -0.8% | +1.1% | -1.8% | -1.0% |
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