+72.6%
ILMN vs PNC
+28.6%
+44.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.2% |
| 7D | -2.9% | +3.1% | -5.9% | -3.0% |
| 30D | -23.8% | +7.6% | -31.5% | -23.5% |
| 3M | +7.5% | -8.1% | +15.6% | +7.3% |
| 6M | +42.8% | +12.6% | +30.2% | +41.7% |
| YTD | +57.8% | +15.0% | +42.9% | +46.3% |
| 1Y | +72.6% | +30.4% | +42.2% | +48.8% |
| All | +72.6% | +28.6% | +44.0% | +48.8% |
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