+185.4%
PSLV vs EXR
+151.8%
+33.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | -2.1% | -6.2% | +4.1% | -1.0% |
| 3M | -1.6% | -7.4% | +5.8% | -0.4% |
| 6M | -25.5% | -0.5% | -25.0% | -25.6% |
| YTD | -11.4% | +8.1% | -19.5% | -12.7% |
| 1Y | +48.6% | -2.9% | +51.5% | +49.0% |
| 3Y | +166.9% | +22.9% | +143.9% | +154.2% |
| 5Y | +152.4% | -10.2% | +162.6% | +150.8% |
| All | +185.4% | +151.8% | +33.6% | +145.7% |
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