PV and shortness of breath, any feedback on solutions to help?

I've never experienced so many episodes of shortness of breath, especially when climbing stairs. Our air quality is bad in NJ these day, I'm sure is contributing. Would having a small oxygen tank on hand possibly help? My friend suggested it, could also be helpful for me to have on hand when I go to elevations, like the Rockies to ski. My goal is to feel well enough to enjoy some skiing out West.