-15.2%
PCG vs ILMN
+1,331.5%
-1,346.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.9% | -0.6% |
| 7D | 0.0% | -28.3% | +28.3% | +2.6% |
| 30D | +5.8% | -24.0% | +29.8% | +8.0% |
| 3M | -22.8% | +4.1% | -26.8% | -23.4% |
| 6M | -18.4% | +49.6% | -68.0% | -21.7% |
| YTD | -16.9% | +58.6% | -75.4% | -20.9% |
| 1Y | -17.6% | +69.9% | -87.5% | -22.1% |
| 3Y | -20.0% | +82.9% | -102.9% | -26.0% |
| 5Y | +16.0% | -47.6% | +63.6% | +17.1% |
| 10Y | -76.7% | +58.8% | -135.5% | -78.2% |
| All | -15.2% | +1,331.5% | -1,346.6% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling