-45.5%
ILMN vs PFGC
+121.6%
-167.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.2% |
| 7D | -9.7% | +8.5% | -18.2% | -13.1% |
| 30D | -20.4% | +15.0% | -35.4% | -25.4% |
| 3M | +10.0% | -6.2% | +16.2% | +11.9% |
| 6M | +49.5% | +15.7% | +33.7% | +38.5% |
| YTD | +62.5% | +19.6% | +42.9% | +46.0% |
| 1Y | +76.0% | +13.2% | +62.8% | +62.1% |
| 3Y | +94.2% | +77.0% | +17.2% | +41.2% |
| All | -45.5% | +121.6% | -167.1% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling