+24.3%
ILMN vs PSLV
+190.6%
-166.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -5.4% | -3.5% | -1.9% | -4.7% |
| 30D | +7.0% | -2.1% | +9.2% | +7.6% |
| 3M | +24.2% | -1.6% | +25.9% | +24.4% |
| 6M | +69.9% | -25.5% | +95.4% | +79.2% |
| YTD | +57.4% | -11.4% | +68.8% | +53.4% |
| 1Y | +107.9% | +48.6% | +59.3% | +73.7% |
| 3Y | +37.1% | +166.9% | -129.7% | -4.9% |
| 5Y | -53.7% | +152.4% | -206.1% | -68.1% |
| All | +24.3% | +190.6% | -166.2% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling