-75.6%
PSKY vs EXR
+144.7%
-220.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.8% | -4.4% |
| 7D | -6.8% | -3.1% | -3.8% | -5.7% |
| 30D | +10.2% | -7.5% | +17.8% | +13.6% |
| 3M | +0.3% | -7.5% | +7.8% | +3.2% |
| 6M | -7.8% | -5.2% | -2.6% | -6.2% |
| YTD | -23.0% | +6.5% | -29.5% | -25.2% |
| 1Y | -31.6% | -2.0% | -29.6% | -31.5% |
| 3Y | -21.3% | +21.5% | -42.9% | -28.6% |
| 5Y | -71.5% | -11.5% | -60.0% | -71.7% |
| 10Y | -75.6% | +148.0% | -223.6% | -83.0% |
| All | -75.6% | +144.7% | -220.4% | -83.0% |
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