+1,129.2%
PSX vs EXR
+860.2%
+269.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | -1.1% | +0.8% | -0.1% |
| 30D | -8.1% | +18.8% | -26.9% | -12.1% |
| 3M | +15.9% | +9.9% | +6.0% | +13.0% |
| 6M | +49.4% | +12.6% | +36.7% | +44.3% |
| YTD | +104.7% | +26.5% | +78.2% | +90.8% |
| 1Y | +89.1% | +24.5% | +64.6% | +77.1% |
| 3Y | +151.7% | +52.4% | +99.3% | +120.0% |
| 5Y | +298.3% | -1.5% | +299.8% | +283.9% |
| 10Y | +357.1% | +216.0% | +141.1% | +202.2% |
| All | +1,129.2% | +860.2% | +269.0% | +411.3% |
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