+1,028.0%
ILMN vs PNC
+888.7%
+139.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -9.8% | +0.8% | -10.6% | -10.0% |
| 30D | -22.7% | +6.5% | -29.2% | -24.4% |
| 3M | +12.1% | -7.3% | +19.3% | +14.9% |
| 6M | +51.5% | +8.5% | +43.0% | +46.5% |
| YTD | +63.9% | +14.5% | +49.4% | +54.6% |
| 1Y | +76.6% | +29.1% | +47.5% | +59.5% |
| 3Y | +124.6% | +113.7% | +10.8% | +69.9% |
| 5Y | -42.7% | +35.7% | -78.4% | -49.9% |
| 10Y | +59.7% | +203.7% | -144.0% | -0.5% |
| All | +1,028.0% | +888.7% | +139.3% | +275.5% |
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 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