+71.8%
ILMN vs PFGC
+13.9%
+57.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | -22.7% | +16.1% | -38.9% | -21.7% |
| 3M | +8.6% | +2.4% | +6.3% | +11.5% |
| 6M | +43.8% | +15.7% | +28.1% | +46.1% |
| YTD | +59.8% | +22.3% | +37.5% | +64.6% |
| 1Y | +71.8% | +13.9% | +57.9% | +84.8% |
| All | +71.8% | +13.9% | +57.9% | +84.8% |
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