+36.2%
ILMN vs PSLV
+179.9%
-143.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.2% |
| 7D | -3.9% | +3.3% | -7.2% | -4.3% |
| 30D | +6.9% | +2.1% | +4.8% | +6.6% |
| 3M | +28.1% | +7.1% | +21.0% | +26.7% |
| 6M | +65.0% | -21.6% | +86.5% | +69.6% |
| YTD | +56.3% | -6.7% | +63.0% | +51.0% |
| 1Y | +108.7% | +59.3% | +49.4% | +76.1% |
| All | +36.2% | +179.9% | -143.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling