+123.4%
ILMN vs PFGC
-5.1%
+128.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.3% |
| 30D | +9.2% | -11.9% | +21.1% | +9.7% |
| 3M | +29.8% | +5.0% | +24.8% | +29.9% |
| 6M | +69.2% | +8.6% | +60.6% | +68.4% |
| YTD | +66.4% | +9.7% | +56.7% | +69.3% |
| 1Y | +123.4% | -6.3% | +129.7% | +118.2% |
| All | +123.4% | -5.1% | +128.5% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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