-5.1%
PCG vs ILMN
+127.6%
-132.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | -13.9% | +1.2% | -15.1% | -13.9% |
| 30D | -16.9% | +9.2% | -26.0% | -16.9% |
| 3M | -14.7% | +29.8% | -44.6% | -15.2% |
| 6M | -23.8% | +69.2% | -93.0% | -24.8% |
| YTD | -10.5% | +66.4% | -76.9% | -12.0% |
| 1Y | -5.1% | +123.4% | -128.5% | -9.3% |
| All | -5.1% | +127.6% | -132.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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