+16.4%
AZN vs PCAR
+12.4%
+4.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.3% | +2.2% |
| 7D | +11.5% | +3.7% | +7.9% | +10.9% |
| 30D | +20.8% | -2.9% | +23.7% | +21.2% |
| 3M | +21.5% | -21.7% | +43.2% | +25.4% |
| 6M | +3.0% | -6.6% | +9.7% | +2.9% |
| YTD | +3.9% | -2.2% | +6.1% | +3.1% |
| 1Y | +16.4% | +12.2% | +4.2% | +15.5% |
| All | +16.4% | +12.4% | +4.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling