+169.5%
PR vs EXR
+129.9%
+39.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +2.9% | -2.6% | +5.5% | +3.2% |
| 30D | +18.0% | -7.2% | +25.2% | +19.1% |
| 3M | +16.9% | -3.5% | +20.4% | +17.3% |
| 6M | +28.2% | -5.3% | +33.5% | +28.8% |
| YTD | +69.3% | +9.4% | +60.0% | +66.4% |
| 1Y | +69.5% | +1.3% | +68.2% | +68.3% |
| 3Y | +81.7% | +22.4% | +59.3% | +74.7% |
| 5Y | +422.2% | -12.2% | +434.5% | +419.1% |
| 10Y | +110.4% | +148.6% | -38.2% | +130.6% |
| All | +169.5% | +129.9% | +39.6% | +198.2% |
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