+65.2%
PR vs EXR
+221.5%
-156.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -16.4% | +5.2% | -21.6% | -17.0% |
| 30D | -1.9% | +20.9% | -22.8% | -4.5% |
| 3M | +8.0% | +7.7% | +0.2% | +6.8% |
| 6M | +4.1% | +13.2% | -9.1% | +2.1% |
| YTD | +58.7% | +26.5% | +32.2% | +52.7% |
| 1Y | +75.8% | +27.2% | +48.6% | +69.0% |
| 3Y | +73.2% | +71.5% | +1.6% | +58.6% |
| 5Y | +230.1% | +0.4% | +229.8% | +221.2% |
| All | +65.2% | +221.5% | -156.3% | +81.5% |
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