-51.4%
ILMN vs PCOR
-43.0%
-8.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.1% |
| 7D | +1.2% | -9.0% | +10.2% | +5.0% |
| 30D | +9.2% | +4.2% | +5.0% | +7.1% |
| 3M | +29.8% | +14.4% | +15.4% | +21.6% |
| 6M | +69.2% | +0.2% | +69.0% | +64.4% |
| YTD | +66.4% | -20.3% | +86.6% | +76.2% |
| 1Y | +123.4% | -16.1% | +139.5% | +129.7% |
| 3Y | +33.2% | -14.7% | +47.9% | +29.1% |
| All | -51.4% | -43.0% | -8.4% | -53.5% |
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