+134.1%
PSA vs EXR
+205.9%
-71.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | +0.8% | +1.7% | -1.0% | -0.5% |
| 30D | +15.9% | +18.0% | -2.2% | +2.6% |
| 3M | +4.2% | +9.7% | -5.5% | -2.6% |
| 6M | +10.1% | +13.4% | -3.3% | +0.5% |
| YTD | +33.3% | +26.3% | +7.1% | +12.6% |
| 1Y | +28.2% | +27.6% | +0.7% | +7.5% |
| 3Y | +54.9% | +52.2% | +2.7% | +13.2% |
| 5Y | +28.3% | -1.1% | +29.4% | +25.4% |
| 10Y | +134.1% | +216.8% | -82.8% | -5.9% |
| All | +134.1% | +205.9% | -71.8% | -5.9% |
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