+70.5%
ILMN vs PFG
+203.0%
-132.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +2.1% |
| 7D | -2.6% | +2.3% | -4.8% | -3.4% |
| 30D | -20.6% | +7.6% | -28.2% | -22.7% |
| 3M | +17.5% | +2.5% | +14.9% | +16.2% |
| 6M | +55.6% | +16.6% | +39.0% | +45.9% |
| YTD | +68.3% | +34.1% | +34.3% | +49.4% |
| 1Y | +81.1% | +44.1% | +37.1% | +56.4% |
| 3Y | +112.2% | +86.3% | +25.9% | +65.9% |
| 5Y | -42.6% | +101.6% | -144.2% | -56.4% |
| 10Y | +70.5% | +197.9% | -127.4% | +12.1% |
| All | +70.5% | +203.0% | -132.5% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling