+36.2%
ILMN vs PPG
-16.1%
+52.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.6% |
| 7D | -3.9% | -3.7% | -0.1% | -1.9% |
| 30D | +6.9% | -7.2% | +14.1% | +11.2% |
| 3M | +28.1% | -7.3% | +35.4% | +32.3% |
| 6M | +65.0% | +0.3% | +64.7% | +61.5% |
| YTD | +56.3% | +6.5% | +49.8% | +43.4% |
| 1Y | +108.7% | +0.5% | +108.2% | +99.4% |
| All | +36.2% | -16.1% | +52.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling