+361.6%
PSX vs EXR
+216.3%
+145.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +7.8% | -0.4% | +8.2% | +7.9% |
| 30D | -10.9% | +18.2% | -29.1% | -14.6% |
| 3M | +14.5% | +7.3% | +7.1% | +12.3% |
| 6M | +56.1% | +13.8% | +42.3% | +50.6% |
| YTD | +109.6% | +25.9% | +83.7% | +95.9% |
| 1Y | +95.5% | +25.8% | +69.7% | +82.8% |
| 3Y | +156.2% | +53.7% | +102.5% | +123.9% |
| 5Y | +310.0% | -1.8% | +311.8% | +296.5% |
| All | +361.6% | +216.3% | +145.3% | +223.5% |
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