+299.5%
ILMN vs PSLV
+115.4%
+184.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.2% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | +12.3% | +3.5% | +8.8% | +11.8% |
| 3M | +33.5% | +0.3% | +33.3% | +33.2% |
| 6M | +69.4% | -21.0% | +90.4% | +74.2% |
| YTD | +60.9% | -8.9% | +69.8% | +58.8% |
| 1Y | +115.0% | +54.0% | +61.0% | +93.6% |
| 3Y | +37.0% | +175.4% | -138.4% | +11.5% |
| 5Y | -53.1% | +157.7% | -210.8% | -61.9% |
| 10Y | +27.6% | +184.9% | -157.3% | +0.5% |
| All | +299.5% | +115.4% | +184.1% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling