+38.8%
PYPL vs EXR
+144.7%
-106.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.0% |
| 7D | -4.3% | -3.1% | -1.3% | -3.3% |
| 30D | -11.5% | -7.5% | -3.9% | -9.1% |
| 3M | +26.1% | -7.5% | +33.6% | +29.5% |
| 6M | +13.7% | -5.2% | +18.9% | +15.5% |
| YTD | -9.8% | +6.5% | -16.4% | -12.5% |
| 1Y | -22.1% | -2.0% | -20.0% | -22.2% |
| 3Y | -13.5% | +21.5% | -35.0% | -21.8% |
| 5Y | -81.6% | -11.5% | -70.1% | -81.7% |
| 10Y | +38.8% | +148.0% | -109.2% | +9.2% |
| All | +38.8% | +144.7% | -106.0% | +9.2% |
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