+73.2%
PR vs EXR
+69.9%
+3.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -16.4% | +5.2% | -21.6% | -16.9% |
| 30D | -1.9% | +20.9% | -22.8% | -4.2% |
| 3M | +8.0% | +7.7% | +0.2% | +6.9% |
| 6M | +4.1% | +13.2% | -9.1% | +2.2% |
| YTD | +58.7% | +26.5% | +32.2% | +52.1% |
| 1Y | +75.8% | +27.2% | +48.6% | +68.3% |
| 3Y | +73.2% | +71.5% | +1.6% | +67.0% |
| All | +73.2% | +69.9% | +3.3% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling