+84.5%
PR vs EXR
+216.3%
-131.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +6.0% | -0.4% | +6.4% | +6.0% |
| 30D | -4.2% | +18.2% | -22.4% | -6.4% |
| 3M | +10.0% | +7.3% | +2.6% | +8.8% |
| 6M | +15.6% | +13.8% | +1.8% | +13.3% |
| YTD | +68.2% | +25.9% | +42.3% | +61.9% |
| 1Y | +79.2% | +25.8% | +53.4% | +72.5% |
| 3Y | +94.9% | +53.7% | +41.2% | +81.3% |
| 5Y | +272.8% | -1.8% | +274.5% | +262.6% |
| All | +84.5% | +216.3% | -131.8% | +105.4% |
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