+1,112.1%
PSX vs EXR
+730.0%
+382.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +4.5% | -2.6% | +7.1% | +5.2% |
| 30D | +26.6% | -7.2% | +33.8% | +29.0% |
| 3M | +39.3% | -3.5% | +42.8% | +40.3% |
| 6M | +56.8% | -5.3% | +62.1% | +58.1% |
| YTD | +101.8% | +9.4% | +92.5% | +95.5% |
| 1Y | +99.6% | +1.3% | +98.3% | +97.0% |
| 3Y | +140.3% | +22.4% | +117.9% | +122.0% |
| 5Y | +339.3% | -12.2% | +351.6% | +335.1% |
| 10Y | +369.9% | +148.6% | +221.3% | +231.0% |
| All | +1,112.1% | +730.0% | +382.0% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling