+69.9%
PR vs EXR
+70.9%
-1.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -16.5% | +6.8% | -23.4% | -17.2% |
| 30D | -4.5% | +19.6% | -24.1% | -6.7% |
| 3M | +8.5% | +8.0% | +0.6% | +7.4% |
| 6M | -3.3% | +17.2% | -20.5% | -5.6% |
| YTD | +55.7% | +27.2% | +28.5% | +49.1% |
| 1Y | +82.0% | +26.1% | +56.0% | +74.6% |
| All | +69.9% | +70.9% | -1.0% | +63.7% |
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