+129.3%
ILMN vs PFGC
+82.6%
+46.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | +3.4% | -6.3% | -3.6% |
| 30D | -23.8% | +16.9% | -40.7% | -27.2% |
| 3M | +7.5% | +6.4% | +1.1% | +5.9% |
| 6M | +42.8% | +16.0% | +26.8% | +35.7% |
| YTD | +57.8% | +23.6% | +34.2% | +44.2% |
| 1Y | +72.6% | +16.6% | +56.0% | +62.4% |
| 3Y | +129.3% | +82.3% | +47.1% | +60.1% |
| All | +129.3% | +82.6% | +46.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling