+41.7%
ILMN vs PNC
+135.9%
-94.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +1.4% | -0.2% | +0.5% |
| 30D | +9.2% | -3.8% | +13.0% | +11.2% |
| 3M | +29.8% | +9.0% | +20.8% | +23.3% |
| 6M | +69.2% | +16.6% | +52.6% | +54.0% |
| YTD | +66.4% | +20.4% | +45.9% | +46.1% |
| 1Y | +123.4% | +22.3% | +101.1% | +93.8% |
| All | +41.7% | +135.9% | -94.3% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling