+27.8%
ILMN vs PEG
+136.9%
-109.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | +6.9% | -2.6% | +9.5% | +8.0% |
| 3M | +28.1% | -7.6% | +35.7% | +32.0% |
| 6M | +65.0% | -12.2% | +77.1% | +73.0% |
| YTD | +56.3% | -8.1% | +64.4% | +60.3% |
| 1Y | +108.7% | -7.0% | +115.7% | +112.4% |
| 3Y | +33.1% | +30.6% | +2.5% | +13.8% |
| 5Y | -54.1% | +34.4% | -88.5% | -61.3% |
| 10Y | +27.8% | +146.5% | -118.6% | -18.1% |
| All | +27.8% | +136.9% | -109.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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