+222.2%
PWR vs EXR
+69.9%
+152.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.8% | +6.3% |
| 7D | -12.9% | +5.2% | -18.1% | -13.6% |
| 30D | -22.8% | +20.9% | -43.7% | -25.2% |
| 3M | -19.0% | +7.7% | -26.7% | -20.0% |
| 6M | -31.1% | +13.2% | -44.3% | -33.0% |
| YTD | +28.3% | +26.5% | +1.8% | +21.6% |
| 1Y | +22.2% | +27.2% | -5.0% | +15.6% |
| 3Y | +222.2% | +71.5% | +150.6% | +173.5% |
| All | +222.2% | +69.9% | +152.3% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling