-54.1%
ILMN vs PPG
-20.0%
-34.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.5% |
| 7D | -3.9% | -3.7% | -0.1% | -1.7% |
| 30D | +6.9% | -7.2% | +14.1% | +11.8% |
| 3M | +28.1% | -7.3% | +35.4% | +32.9% |
| 6M | +65.0% | +0.3% | +64.7% | +61.0% |
| YTD | +56.3% | +6.5% | +49.8% | +43.9% |
| 1Y | +108.7% | +0.5% | +108.2% | +99.8% |
| 3Y | +33.1% | -15.3% | +48.4% | +42.7% |
| 5Y | -54.1% | -22.9% | -31.2% | -50.9% |
| All | -54.1% | -20.0% | -34.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling