+363.8%
PSX vs EXR
-10.8%
+374.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +27.8% | -6.9% | +34.7% | +29.4% |
| 3M | +42.0% | -3.0% | +45.0% | +42.6% |
| 6M | +58.1% | -2.9% | +61.1% | +58.4% |
| YTD | +105.0% | +9.3% | +95.7% | +100.0% |
| 1Y | +104.9% | -0.9% | +105.8% | +103.8% |
| 3Y | +134.1% | +24.7% | +109.4% | +121.8% |
| 5Y | +363.8% | -11.7% | +375.5% | +372.2% |
| All | +363.8% | -10.8% | +374.6% | +372.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling