+94.2%
ILMN vs PSA
+50.8%
+43.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | -9.7% | +3.9% | -13.6% | -10.8% |
| 30D | -20.4% | +19.7% | -40.1% | -25.3% |
| 3M | +10.0% | +4.3% | +5.8% | +8.4% |
| 6M | +49.5% | +11.4% | +38.1% | +43.1% |
| YTD | +62.5% | +33.9% | +28.5% | +42.7% |
| 1Y | +76.0% | +28.3% | +47.7% | +57.6% |
| 3Y | +94.2% | +53.5% | +40.7% | +25.1% |
| All | +94.2% | +50.8% | +43.4% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling