+115.0%
ILMN vs PFG
+48.9%
+66.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | +1.9% | +6.0% | -4.1% | +0.5% |
| 30D | +12.3% | +2.2% | +10.1% | +11.6% |
| 3M | +33.5% | +10.4% | +23.2% | +29.1% |
| 6M | +69.4% | +27.8% | +41.6% | +53.3% |
| YTD | +60.9% | +33.6% | +27.3% | +41.2% |
| 1Y | +115.0% | +49.3% | +65.7% | +84.3% |
| All | +115.0% | +48.9% | +66.0% | +84.3% |
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