+60.2%
PPL vs EXR
+221.5%
-161.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.4% | +5.2% | -4.8% | -1.6% |
| 30D | +5.4% | +20.9% | -15.4% | -2.1% |
| 3M | +4.3% | +7.7% | -3.4% | +1.2% |
| 6M | -1.3% | +13.2% | -14.5% | -6.2% |
| YTD | +4.7% | +26.5% | -21.8% | -5.1% |
| 1Y | +1.3% | +27.2% | -25.9% | -8.5% |
| 3Y | +57.2% | +71.5% | -14.3% | +21.3% |
| 5Y | +48.2% | +0.4% | +47.9% | +40.0% |
| All | +60.2% | +221.5% | -161.3% | -9.6% |
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