+370.1%
PSX vs EXR
+147.0%
+223.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +27.8% | -6.9% | +34.7% | +30.0% |
| 3M | +42.0% | -3.0% | +45.0% | +42.8% |
| 6M | +58.1% | -2.9% | +61.1% | +58.4% |
| YTD | +105.0% | +9.3% | +95.7% | +98.8% |
| 1Y | +104.9% | -0.9% | +105.8% | +103.6% |
| 3Y | +134.1% | +24.7% | +109.4% | +115.7% |
| 5Y | +363.8% | -11.7% | +375.5% | +359.2% |
| 10Y | +370.1% | +148.4% | +221.7% | +246.4% |
| All | +370.1% | +147.0% | +223.1% | +246.4% |
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