+986.5%
ILMN vs PPG
+1,024.6%
-38.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.3% |
| 30D | -23.8% | +17.6% | -41.4% | -30.8% |
| 3M | +7.5% | +7.5% | 0.0% | +2.5% |
| 6M | +42.8% | +17.6% | +25.1% | +27.9% |
| YTD | +57.8% | +22.6% | +35.3% | +35.7% |
| 1Y | +72.6% | +28.0% | +44.6% | +44.6% |
| 3Y | +129.3% | +1.8% | +127.6% | +118.6% |
| 5Y | -44.5% | -15.5% | -29.0% | -41.9% |
| 10Y | +54.5% | +54.9% | -0.4% | +6.6% |
| All | +986.5% | +1,024.6% | -38.1% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling