+811.9%
PGR vs ILMN
+28.7%
+783.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -0.6% | -5.4% | +4.8% | -0.1% |
| 30D | +4.9% | +7.0% | -2.1% | +4.2% |
| 3M | +7.6% | +24.2% | -16.6% | +5.4% |
| 6M | +8.3% | +69.9% | -61.7% | +2.7% |
| YTD | +1.7% | +57.4% | -55.7% | -3.0% |
| 1Y | -6.8% | +107.9% | -114.7% | -13.9% |
| 3Y | +73.4% | +37.1% | +36.3% | +64.9% |
| 5Y | +161.2% | -53.7% | +214.9% | +185.1% |
| All | +811.9% | +28.7% | +783.2% | +712.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling