+94.2%
ILMN vs PFGC
+77.4%
+16.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.9% |
| 7D | -9.7% | +8.5% | -18.2% | -11.7% |
| 30D | -20.4% | +15.0% | -35.4% | -23.7% |
| 3M | +10.0% | -6.2% | +16.2% | +12.8% |
| 6M | +49.5% | +15.7% | +33.7% | +41.6% |
| YTD | +62.5% | +19.6% | +42.9% | +49.8% |
| 1Y | +76.0% | +13.2% | +62.8% | +66.5% |
| 3Y | +94.2% | +77.0% | +17.2% | +40.4% |
| All | +94.2% | +77.4% | +16.8% | +40.4% |
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