+1,831.6%
PWR vs EXR
+216.3%
+1,615.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +11.3% | -0.4% | +11.7% | +11.5% |
| 30D | -8.9% | +18.2% | -27.1% | -13.9% |
| 3M | -10.5% | +7.3% | -17.8% | -12.8% |
| 6M | -22.2% | +13.8% | -36.0% | -26.2% |
| YTD | +42.7% | +25.9% | +16.8% | +30.3% |
| 1Y | +41.1% | +25.8% | +15.3% | +28.8% |
| 3Y | +242.7% | +53.7% | +189.0% | +180.6% |
| 5Y | +418.5% | -1.8% | +420.3% | +395.7% |
| All | +1,831.6% | +216.3% | +1,615.3% | +1,272.1% |
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