+1,045.4%
ILMN vs PNC
+940.2%
+105.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +9.2% | -3.8% | +13.0% | +10.6% |
| 3M | +29.8% | +9.0% | +20.8% | +25.7% |
| 6M | +69.2% | +16.6% | +52.6% | +59.5% |
| YTD | +66.4% | +20.4% | +45.9% | +54.3% |
| 1Y | +123.4% | +22.3% | +101.1% | +105.6% |
| 3Y | +33.2% | +124.5% | -91.4% | -1.1% |
| 5Y | -52.0% | +54.1% | -106.0% | -59.8% |
| 10Y | +33.6% | +276.3% | -242.7% | -22.5% |
| All | +1,045.4% | +940.2% | +105.1% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling