+27.6%
ILMN vs PFGC
+419.1%
-391.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | -2.2% | +3.4% | +1.7% |
| 30D | +9.2% | -11.9% | +21.1% | +12.0% |
| 3M | +29.8% | +5.0% | +24.8% | +28.3% |
| 6M | +69.2% | +8.6% | +60.6% | +65.8% |
| YTD | +66.4% | +9.7% | +56.7% | +61.8% |
| 1Y | +123.4% | -6.3% | +129.7% | +124.4% |
| 3Y | +33.2% | +58.2% | -25.0% | +19.7% |
| 5Y | -52.0% | +110.4% | -162.4% | -59.4% |
| 10Y | +33.6% | +272.8% | -239.1% | -4.8% |
| All | +27.6% | +419.1% | -391.5% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling