-76.0%
PCG vs ILMN
+54.3%
-130.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +2.2% | -2.9% | +5.0% | +2.7% |
| 30D | +0.8% | -23.8% | +24.6% | +5.3% |
| 3M | -23.8% | +7.5% | -31.3% | -26.0% |
| 6M | -19.6% | +42.8% | -62.4% | -26.6% |
| YTD | -16.7% | +57.8% | -74.6% | -26.2% |
| 1Y | -19.4% | +72.6% | -92.0% | -30.0% |
| 3Y | -18.3% | +129.3% | -147.6% | -36.9% |
| 5Y | +10.4% | -44.5% | +54.9% | +17.2% |
| All | -76.0% | +54.3% | -130.3% | -79.0% |
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