+1,018.6%
ILMN vs PSA
+3,419.9%
-2,401.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -9.7% | +3.9% | -13.6% | -11.2% |
| 30D | -20.4% | +19.7% | -40.1% | -26.3% |
| 3M | +10.0% | +4.3% | +5.8% | +7.5% |
| 6M | +49.5% | +11.4% | +38.1% | +41.7% |
| YTD | +62.5% | +33.9% | +28.5% | +42.0% |
| 1Y | +76.0% | +28.3% | +47.7% | +56.4% |
| 3Y | +94.2% | +53.5% | +40.7% | +58.7% |
| 5Y | -46.3% | +30.6% | -76.9% | -53.1% |
| 10Y | +62.7% | +145.8% | -83.0% | +7.2% |
| All | +1,018.6% | +3,419.9% | -2,401.2% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling