-76.0%
PCG vs ILMN
+33.5%
-109.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | -13.9% | +1.2% | -15.1% | -14.1% |
| 30D | -16.9% | +9.2% | -26.0% | -18.4% |
| 3M | -14.7% | +29.8% | -44.6% | -19.3% |
| 6M | -23.8% | +69.2% | -93.0% | -31.9% |
| YTD | -10.5% | +66.4% | -76.9% | -20.2% |
| 1Y | -5.1% | +123.4% | -128.5% | -21.3% |
| 3Y | -11.6% | +33.2% | -44.8% | -20.5% |
| 5Y | +59.0% | -52.0% | +111.0% | +77.5% |
| All | -76.0% | +33.5% | -109.5% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling