+37.0%
ILMN vs PSKY
-12.8%
+49.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.3% |
| 3M | +33.5% | +4.4% | +29.1% | +32.4% |
| 6M | +69.4% | -9.0% | +78.4% | +71.2% |
| YTD | +60.9% | -18.6% | +79.5% | +64.7% |
| 1Y | +115.0% | -27.7% | +142.7% | +122.0% |
| 3Y | +37.0% | -16.9% | +53.9% | +27.0% |
| All | +37.0% | -12.8% | +49.8% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling