+2,474.0%
PWR vs EXR
+151.1%
+2,322.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | -4.9% | -6.9% | +2.1% | -2.7% |
| 3M | -7.9% | -3.0% | -4.9% | -7.6% |
| 6M | +18.3% | -2.9% | +21.3% | +18.6% |
| YTD | +51.5% | +9.3% | +42.2% | +45.4% |
| 1Y | +70.3% | -0.9% | +71.3% | +68.5% |
| 3Y | +210.6% | +24.7% | +185.9% | +174.3% |
| 5Y | +456.7% | -11.7% | +468.4% | +451.9% |
| All | +2,474.0% | +151.1% | +2,322.8% | +1,811.4% |
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