+93.9%
ILMN vs PSA
+28.0%
+65.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -4.8% |
| 7D | -21.6% | +10.5% | -32.1% | -21.5% |
| 30D | -22.9% | +21.7% | -44.6% | -23.7% |
| 3M | +11.6% | +6.1% | +5.5% | +12.5% |
| 6M | +62.5% | +18.3% | +44.2% | +60.9% |
| YTD | +72.7% | +36.1% | +36.7% | +63.6% |
| 1Y | +93.9% | +29.3% | +64.5% | +89.8% |
| All | +93.9% | +28.0% | +65.8% | +89.8% |
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