+123.4%
ILMN vs PSA
+7.3%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.4% |
| 7D | +1.2% | -3.7% | +4.9% | +1.6% |
| 30D | +9.2% | -7.7% | +16.9% | +10.1% |
| 3M | +29.8% | -0.6% | +30.4% | +29.5% |
| 6M | +69.2% | -0.9% | +70.1% | +67.4% |
| YTD | +66.4% | +18.7% | +47.7% | +60.6% |
| 1Y | +123.4% | +7.6% | +115.8% | +118.7% |
| All | +123.4% | +7.3% | +116.1% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling