+1,665.3%
PTC vs EXR
+3,094.9%
-1,429.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.2% | +5.2% | -5.4% | -2.3% |
| 30D | +0.8% | +20.9% | -20.1% | -6.8% |
| 3M | +32.1% | +7.7% | +24.4% | +28.0% |
| 6M | +42.6% | +13.2% | +29.4% | +35.0% |
| YTD | +12.0% | +26.5% | -14.5% | +0.7% |
| 1Y | +12.2% | +27.2% | -15.0% | +0.5% |
| 3Y | +31.2% | +71.5% | -40.3% | +0.2% |
| 5Y | +54.9% | +0.4% | +54.5% | +44.9% |
| 10Y | +343.1% | +225.2% | +118.0% | +134.1% |
| All | +1,665.3% | +3,094.9% | -1,429.6% | +201.5% |
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 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