+123.4%
ILMN vs PSKY
-26.0%
+149.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.2% | +24.0% | -14.8% | +5.5% |
| 3M | +29.8% | +2.2% | +27.7% | +29.8% |
| 6M | +69.2% | -9.0% | +78.2% | +71.6% |
| YTD | +66.4% | -18.1% | +84.5% | +68.6% |
| 1Y | +123.4% | -25.1% | +148.5% | +131.4% |
| All | +123.4% | -26.0% | +149.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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