+72.6%
ILMN vs PPG
+28.6%
+44.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -23.8% | +17.6% | -41.4% | -25.8% |
| 3M | +7.5% | +7.5% | 0.0% | +6.2% |
| 6M | +42.8% | +17.6% | +25.1% | +38.7% |
| YTD | +57.8% | +22.6% | +35.3% | +45.7% |
| 1Y | +72.6% | +28.0% | +44.6% | +56.3% |
| All | +72.6% | +28.6% | +44.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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