+123.4%
ILMN vs PFG
+51.4%
+72.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.2% |
| 7D | +1.2% | +5.5% | -4.3% | -0.2% |
| 30D | +9.2% | +2.4% | +6.8% | +8.4% |
| 3M | +29.8% | +13.6% | +16.3% | +24.4% |
| 6M | +69.2% | +27.9% | +41.3% | +53.5% |
| YTD | +66.4% | +35.6% | +30.8% | +45.9% |
| 1Y | +123.4% | +48.5% | +74.9% | +92.9% |
| All | +123.4% | +51.4% | +72.0% | +92.9% |
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