+93.9%
ILMN vs PFG
+46.8%
+47.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -5.7% |
| 7D | -21.6% | +4.9% | -26.4% | -22.2% |
| 30D | -22.9% | +5.7% | -28.5% | -23.5% |
| 3M | +11.6% | +2.6% | +9.0% | +11.0% |
| 6M | +62.5% | +19.8% | +42.8% | +53.1% |
| YTD | +72.7% | +36.3% | +36.4% | +51.5% |
| 1Y | +93.9% | +47.9% | +46.0% | +67.8% |
| All | +93.9% | +46.8% | +47.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling