+70.5%
ILMN vs PSA
+140.2%
-69.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -2.6% | +1.5% | -4.0% | -3.2% |
| 30D | -20.6% | +16.7% | -37.3% | -25.9% |
| 3M | +17.5% | +4.0% | +13.4% | +14.9% |
| 6M | +55.6% | +10.9% | +44.8% | +47.6% |
| YTD | +68.3% | +34.2% | +34.1% | +45.8% |
| 1Y | +81.1% | +26.6% | +54.5% | +60.9% |
| 3Y | +112.2% | +54.7% | +57.4% | +69.3% |
| 5Y | -42.6% | +30.0% | -72.6% | -50.3% |
| 10Y | +70.5% | +132.7% | -62.2% | +24.9% |
| All | +70.5% | +140.2% | -69.7% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling