-33.9%
PTC vs EXR
+1.1%
-35.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.8% |
| 7D | -10.3% | -2.6% | -7.7% | -9.8% |
| 30D | +1.1% | -7.2% | +8.3% | +2.4% |
| 3M | +1.6% | -3.5% | +5.1% | +2.2% |
| 6M | -13.5% | -5.3% | -8.2% | -13.0% |
| YTD | -19.1% | +9.4% | -28.4% | -22.2% |
| 1Y | -33.9% | +1.3% | -35.2% | -35.5% |
| All | -33.9% | +1.1% | -35.0% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling