-44.7%
ILMN vs PCOR
-10.3%
-34.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | -9.7% | +22.7% | -32.4% | -17.1% |
| 30D | -20.4% | +37.5% | -57.9% | -30.1% |
| 3M | +10.0% | +35.2% | -25.2% | -3.5% |
| 6M | +49.5% | +42.2% | +7.2% | +26.5% |
| YTD | +62.5% | +3.6% | +58.9% | +53.3% |
| 1Y | +76.0% | -4.8% | +80.7% | +71.7% |
| 3Y | +94.2% | +48.3% | +45.8% | +51.5% |
| 5Y | -46.3% | -20.1% | -26.3% | -55.5% |
| All | -44.7% | -10.3% | -34.4% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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