-54.8%
ILMN vs PSLV
+148.4%
-203.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.8% |
| 7D | -9.2% | -4.9% | -4.3% | -8.3% |
| 30D | +4.4% | -1.9% | +6.3% | +4.9% |
| 3M | +23.9% | +4.2% | +19.7% | +22.7% |
| 6M | +64.5% | -27.6% | +92.1% | +73.5% |
| YTD | +53.5% | -11.7% | +65.1% | +48.6% |
| 1Y | +110.8% | +49.3% | +61.5% | +73.4% |
| 3Y | +30.7% | +167.1% | -136.5% | -12.5% |
| 5Y | -54.8% | +151.7% | -206.5% | -71.9% |
| All | -54.8% | +148.4% | -203.2% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling