+7.0%
PCG vs ILMN
-44.0%
+51.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -2.7% | -22.7% | +20.0% | -0.1% |
| 3M | -25.1% | +8.6% | -33.7% | -26.5% |
| 6M | -22.3% | +43.8% | -66.1% | -26.8% |
| YTD | -18.5% | +59.8% | -78.3% | -24.8% |
| 1Y | -21.8% | +71.8% | -93.6% | -28.7% |
| 3Y | -21.0% | +119.0% | -140.0% | -33.1% |
| All | +7.0% | -44.0% | +51.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling