+115.0%
ILMN vs PFGC
-8.4%
+123.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +12.3% | -15.8% | +28.1% | +13.0% |
| 3M | +33.5% | -0.6% | +34.1% | +33.8% |
| 6M | +69.4% | +10.7% | +58.7% | +69.7% |
| YTD | +60.9% | +7.6% | +53.3% | +63.9% |
| 1Y | +115.0% | -7.8% | +122.8% | +110.3% |
| All | +115.0% | -8.4% | +123.4% | +110.3% |
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