+7,103.6%
PGR vs ILMN
+1,352.5%
+5,751.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.5% |
| 7D | -2.6% | +1.9% | -4.5% | -2.7% |
| 30D | -0.2% | +12.3% | -12.5% | -1.4% |
| 3M | +7.4% | +33.5% | -26.2% | +4.0% |
| 6M | +2.1% | +69.4% | -67.2% | -3.6% |
| YTD | +0.5% | +60.9% | -60.5% | -4.9% |
| 1Y | -6.9% | +115.0% | -121.9% | -15.0% |
| 3Y | +73.2% | +37.0% | +36.2% | +62.5% |
| 5Y | +154.8% | -53.1% | +207.9% | +162.7% |
| 10Y | +786.4% | +27.6% | +758.8% | +695.2% |
| All | +7,103.6% | +1,352.5% | +5,751.0% | +4,170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling