+330.1%
PTC vs EXR
+221.5%
+108.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.2% | +5.2% | -5.4% | -1.7% |
| 30D | +0.8% | +20.9% | -20.1% | -4.7% |
| 3M | +32.1% | +7.7% | +24.4% | +29.2% |
| 6M | +42.6% | +13.2% | +29.4% | +37.2% |
| YTD | +12.0% | +26.5% | -14.5% | +3.7% |
| 1Y | +12.2% | +27.2% | -15.0% | +3.7% |
| 3Y | +31.2% | +71.5% | -40.3% | +7.2% |
| 5Y | +54.9% | +0.4% | +54.5% | +48.9% |
| All | +330.1% | +221.5% | +108.6% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling