+56.0%
ILMN vs PFGC
+351.0%
-295.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -2.9% | +3.4% | -6.3% | -3.5% |
| 30D | -23.8% | +16.9% | -40.7% | -26.6% |
| 3M | +7.5% | +6.4% | +1.1% | +5.4% |
| 6M | +42.8% | +16.0% | +26.8% | +37.4% |
| YTD | +57.8% | +23.6% | +34.2% | +48.9% |
| 1Y | +72.6% | +16.6% | +56.0% | +64.9% |
| 3Y | +129.3% | +82.3% | +47.1% | +99.3% |
| 5Y | -44.5% | +138.7% | -183.2% | -54.3% |
| All | +56.0% | +351.0% | -295.0% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling