+54.5%
PCG vs ILMN
-51.8%
+106.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | -13.9% | +1.2% | -15.1% | -14.0% |
| 30D | -16.9% | +9.2% | -26.0% | -17.8% |
| 3M | -14.7% | +29.8% | -44.6% | -17.8% |
| 6M | -23.8% | +69.2% | -93.0% | -29.3% |
| YTD | -10.5% | +66.4% | -76.9% | -17.0% |
| 1Y | -5.1% | +123.4% | -128.5% | -16.4% |
| 3Y | -11.6% | +33.2% | -44.8% | -17.2% |
| All | +54.5% | -51.8% | +106.3% | +57.1% |
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