+73.7%
ILMN vs PNC
+28.8%
+44.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.0% | -0.6% | -5.4% | -6.0% |
| 30D | -23.0% | +5.8% | -28.9% | -22.8% |
| 3M | +10.4% | -7.9% | +18.3% | +10.3% |
| 6M | +49.4% | +10.0% | +39.4% | +48.5% |
| YTD | +62.3% | +14.8% | +47.5% | +50.3% |
| 1Y | +73.7% | +29.7% | +44.0% | +49.5% |
| All | +73.7% | +28.8% | +44.8% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling