+102.7%
ILMN vs PSLV
+49.4%
+53.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -1.2% |
| 7D | -9.2% | -4.9% | -4.3% | -8.7% |
| 30D | +4.4% | -1.9% | +6.3% | +4.7% |
| 3M | +23.9% | +4.2% | +19.7% | +23.5% |
| 6M | +64.5% | -27.6% | +92.1% | +68.9% |
| YTD | +53.5% | -11.7% | +65.1% | +50.7% |
| All | +102.7% | +49.4% | +53.2% | +62.9% |
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