+49.1%
PPL vs EXR
-1.5%
+50.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.0% | +6.8% | -5.8% | -1.0% |
| 30D | +6.8% | +19.6% | -12.8% | +1.2% |
| 3M | +3.9% | +8.0% | -4.1% | +1.4% |
| 6M | -2.0% | +17.2% | -19.2% | -6.7% |
| YTD | +5.3% | +27.2% | -21.9% | -2.4% |
| 1Y | +2.2% | +26.1% | -23.9% | -5.0% |
| 3Y | +56.7% | +70.7% | -14.0% | +30.2% |
| 5Y | +49.1% | +1.0% | +48.1% | +41.9% |
| All | +49.1% | -1.5% | +50.6% | +41.9% |
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