-53.1%
ILMN vs PNC
+52.4%
-105.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | +1.9% | +2.3% | -0.4% | +0.8% |
| 30D | +12.3% | -3.8% | +16.1% | +14.3% |
| 3M | +33.5% | +7.8% | +25.8% | +28.1% |
| 6M | +69.4% | +19.7% | +49.7% | +53.4% |
| YTD | +60.9% | +19.1% | +41.8% | +44.5% |
| 1Y | +115.0% | +23.1% | +91.8% | +89.0% |
| 3Y | +37.0% | +132.1% | -95.1% | -13.7% |
| 5Y | -53.1% | +52.2% | -105.4% | -64.0% |
| All | -53.1% | +52.4% | -105.5% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling