-47.6%
ILMN vs PCOR
-22.6%
-25.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -28.3% | +23.7% | -52.0% | -34.7% |
| 30D | -24.0% | +39.0% | -63.0% | -34.0% |
| 3M | +4.1% | +35.8% | -31.7% | -9.7% |
| 6M | +49.6% | +38.2% | +11.3% | +26.7% |
| YTD | +58.6% | +3.9% | +54.7% | +48.9% |
| 1Y | +69.9% | +5.7% | +64.2% | +57.5% |
| 3Y | +82.9% | +44.8% | +38.1% | +40.3% |
| 5Y | -47.6% | -19.8% | -27.8% | -54.9% |
| All | -47.6% | -22.6% | -25.0% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling