-46.1%
ILMN vs PCOR
-10.0%
-36.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -28.3% | +23.7% | -52.0% | -34.4% |
| 30D | -24.0% | +39.0% | -63.0% | -33.5% |
| 3M | +4.1% | +35.8% | -31.7% | -8.9% |
| 6M | +49.6% | +38.2% | +11.3% | +28.0% |
| YTD | +58.6% | +3.9% | +54.7% | +49.4% |
| 1Y | +69.9% | +5.7% | +64.2% | +58.2% |
| 3Y | +82.9% | +44.8% | +38.1% | +44.2% |
| 5Y | -47.6% | -19.8% | -27.8% | -56.6% |
| All | -46.1% | -10.0% | -36.1% | -56.0% |
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