+345.8%
PSX vs EXR
+215.3%
+130.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | -8.0% | +2.7% | -10.7% | -8.6% |
| 30D | -9.0% | +18.9% | -28.0% | -12.9% |
| 3M | +24.7% | +8.4% | +16.4% | +22.1% |
| 6M | +49.3% | +14.3% | +35.0% | +43.9% |
| YTD | +100.2% | +27.2% | +72.9% | +86.7% |
| 1Y | +88.8% | +25.9% | +62.9% | +76.6% |
| 3Y | +152.5% | +54.6% | +97.9% | +120.5% |
| 5Y | +283.2% | -0.6% | +283.8% | +269.5% |
| 10Y | +345.8% | +208.5% | +137.3% | +212.5% |
| All | +345.8% | +215.3% | +130.5% | +212.5% |
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