+221.7%
PR vs EXR
-0.3%
+222.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -16.4% | +5.2% | -21.6% | -17.7% |
| 30D | -1.9% | +20.9% | -22.8% | -7.2% |
| 3M | +8.0% | +7.7% | +0.2% | +5.4% |
| 6M | +4.1% | +13.2% | -9.1% | -0.1% |
| YTD | +58.7% | +26.5% | +32.2% | +45.9% |
| 1Y | +75.8% | +27.2% | +48.6% | +61.3% |
| 3Y | +73.2% | +71.5% | +1.6% | +35.2% |
| All | +221.7% | -0.3% | +222.1% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling