+329.5%
PPL vs EXR
+3,113.6%
-2,784.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.0% | +6.8% | -5.8% | -0.9% |
| 30D | +6.8% | +19.6% | -12.8% | +1.4% |
| 3M | +3.9% | +8.0% | -4.1% | +1.5% |
| 6M | -2.0% | +17.2% | -19.2% | -6.6% |
| YTD | +5.3% | +27.2% | -21.9% | -2.2% |
| 1Y | +2.2% | +26.1% | -23.9% | -4.9% |
| 3Y | +56.7% | +70.7% | -14.0% | +31.4% |
| 5Y | +49.1% | +1.0% | +48.1% | +42.9% |
| 10Y | +63.6% | +227.1% | -163.4% | +12.6% |
| All | +329.5% | +3,113.6% | -2,784.0% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling