+93.9%
ILMN vs PSLV
+7.9%
+86.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.0% | -10.9% | -5.6% |
| 7D | -21.6% | -2.6% | -18.9% | -21.2% |
| 30D | -22.9% | -14.2% | -8.7% | -21.5% |
| 3M | +11.6% | -12.2% | +23.8% | +13.7% |
| 6M | +62.5% | -28.1% | +90.6% | +67.8% |
| YTD | +72.7% | -28.2% | +100.9% | +74.5% |
| 1Y | +93.9% | +9.1% | +84.7% | +87.9% |
| All | +93.9% | +7.9% | +86.0% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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