-51.4%
ILMN vs PFGC
+111.4%
-162.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +2.1% |
| 30D | +9.2% | -11.9% | +21.1% | +14.6% |
| 3M | +29.8% | +5.0% | +24.8% | +26.6% |
| 6M | +69.2% | +8.6% | +60.6% | +62.2% |
| YTD | +66.4% | +9.7% | +56.7% | +56.9% |
| 1Y | +123.4% | -6.3% | +129.7% | +125.4% |
| 3Y | +33.2% | +58.2% | -25.0% | +4.3% |
| All | -51.4% | +111.4% | -162.8% | -67.4% |
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 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