-85.0%
PSKY vs EXR
+168.6%
-253.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.5% |
| 7D | -24.6% | +3.7% | -28.2% | -26.0% |
| 30D | -36.1% | +1.3% | -37.5% | -36.5% |
| 3M | -78.1% | -13.4% | -64.7% | -74.3% |
| 6M | -78.1% | -13.4% | -64.7% | -74.3% |
| YTD | -78.1% | -13.4% | -64.7% | -74.3% |
| 1Y | -78.1% | -13.4% | -64.7% | -74.3% |
| 3Y | -78.1% | -13.4% | -64.7% | -74.3% |
| 5Y | -80.0% | -6.4% | -73.7% | -77.3% |
| All | -85.0% | +168.6% | -253.6% | -88.1% |
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