+27.6%
ILMN vs PFGC
+273.4%
-245.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.9% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | +12.3% | -15.8% | +28.1% | +16.3% |
| 3M | +33.5% | -0.6% | +34.1% | +33.5% |
| 6M | +69.4% | +10.7% | +58.7% | +65.3% |
| YTD | +60.9% | +7.6% | +53.3% | +57.2% |
| 1Y | +115.0% | -7.8% | +122.8% | +116.7% |
| 3Y | +37.0% | +63.7% | -26.7% | +22.4% |
| 5Y | -53.1% | +112.3% | -165.4% | -60.4% |
| 10Y | +27.6% | +286.7% | -259.1% | -7.7% |
| All | +27.6% | +273.4% | -245.8% | -7.7% |
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