+69.2%
ILMN vs PSA
+0.7%
+68.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.2% | -3.7% | +4.9% | +1.9% |
| 30D | +9.2% | -7.7% | +16.9% | +10.7% |
| 3M | +29.8% | -0.6% | +30.4% | +29.0% |
| 6M | +69.2% | -0.9% | +70.1% | +67.2% |
| All | +69.2% | +0.7% | +68.5% | +67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling