+67.9%
PPL vs EXR
+216.3%
-148.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.4% | -0.4% | +0.1% | -0.2% |
| 30D | +2.6% | +18.2% | -15.6% | -3.9% |
| 3M | +0.8% | +7.3% | -6.5% | -2.1% |
| 6M | +1.4% | +13.8% | -12.4% | -3.8% |
| YTD | +4.3% | +25.9% | -21.6% | -5.3% |
| 1Y | +0.8% | +25.8% | -25.1% | -8.5% |
| 3Y | +57.9% | +53.7% | +4.2% | +28.0% |
| 5Y | +48.3% | -1.8% | +50.1% | +41.5% |
| All | +67.9% | +216.3% | -148.4% | -5.1% |
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