+56.0%
ILMN vs PNC
+202.3%
-146.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | -2.9% | +3.1% | -5.9% | -4.0% |
| 30D | -23.8% | +7.6% | -31.5% | -25.9% |
| 3M | +7.5% | -8.1% | +15.6% | +11.0% |
| 6M | +42.8% | +12.6% | +30.2% | +35.3% |
| YTD | +57.8% | +15.0% | +42.9% | +47.1% |
| 1Y | +72.6% | +30.4% | +42.2% | +52.5% |
| 3Y | +129.3% | +116.1% | +13.2% | +65.7% |
| 5Y | -44.5% | +37.5% | -82.0% | -53.2% |
| All | +56.0% | +202.3% | -146.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling