+114.9%
ILMN vs PSKY
-26.6%
+141.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +12.3% | +17.5% | -5.2% | +9.4% |
| 3M | +33.5% | +4.4% | +29.1% | +32.9% |
| 6M | +69.4% | -9.0% | +78.4% | +71.8% |
| YTD | +60.9% | -18.6% | +79.5% | +63.2% |
| All | +114.9% | -26.6% | +141.4% | +120.3% |
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