-76.2%
PCG vs ILMN
+64.4%
-140.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.2% |
| 7D | -0.5% | -9.8% | +9.3% | +1.4% |
| 30D | +0.8% | -22.7% | +23.5% | +5.1% |
| 3M | -22.0% | +12.1% | -34.1% | -24.9% |
| 6M | -17.1% | +51.5% | -68.6% | -25.1% |
| YTD | -16.9% | +63.9% | -80.7% | -26.8% |
| 1Y | -19.1% | +76.6% | -95.6% | -30.0% |
| 3Y | -19.4% | +124.6% | -144.0% | -37.3% |
| 5Y | +9.0% | -42.7% | +51.7% | +15.1% |
| 10Y | -76.2% | +59.7% | -135.8% | -79.2% |
| All | -76.2% | +64.4% | -140.6% | -79.2% |
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