+102.7%
ILMN vs PSKY
-84.8%
+187.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.4% |
| 7D | -5.6% | -24.6% | +18.9% | -2.7% |
| 30D | +26.1% | -36.1% | +62.2% | +32.2% |
| 3M | +85.0% | -37.1% | +122.1% | +90.6% |
| 6M | +97.8% | -40.5% | +138.3% | +105.9% |
| YTD | +100.2% | -47.7% | +147.8% | +111.7% |
| 1Y | +173.7% | -58.4% | +232.1% | +200.6% |
| 3Y | +105.4% | -40.7% | +146.1% | +99.5% |
| 5Y | -34.2% | -80.0% | +45.9% | -24.1% |
| All | +102.7% | -84.8% | +187.5% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling