+160.5%
PR vs EXR
+169.0%
-8.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -6.9% |
| 7D | -12.1% | +11.3% | -23.4% | -13.3% |
| 30D | +0.9% | +21.2% | -20.3% | -1.6% |
| 3M | +10.1% | +8.7% | +1.4% | +8.8% |
| 6M | +1.1% | +18.2% | -17.1% | -1.3% |
| YTD | +63.7% | +27.9% | +35.7% | +57.5% |
| 1Y | +87.0% | +28.3% | +58.7% | +79.9% |
| 3Y | +70.7% | +71.7% | -0.9% | +57.2% |
| 5Y | +246.8% | -0.6% | +247.5% | +236.9% |
| 10Y | +72.6% | +229.0% | -156.4% | +85.5% |
| All | +160.5% | +169.0% | -8.6% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling