-77.6%
PCG vs ILMN
+60.6%
-138.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.4% | -2.4% |
| 7D | -1.6% | -9.7% | +8.1% | +0.1% |
| 30D | +1.4% | -20.4% | +21.8% | +5.1% |
| 3M | -23.4% | +10.0% | -33.4% | -25.9% |
| 6M | -19.4% | +49.5% | -68.9% | -27.0% |
| YTD | -18.5% | +62.5% | -81.0% | -28.2% |
| 1Y | -19.5% | +76.0% | -95.5% | -30.4% |
| 3Y | -21.0% | +94.2% | -115.2% | -36.3% |
| 5Y | +13.7% | -46.3% | +60.1% | +22.3% |
| All | -77.6% | +60.6% | -138.2% | -80.7% |
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