+62.4%
AZN vs PCAR
+118.9%
-56.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | -1.9% | +2.2% | -4.1% | -2.2% |
| 30D | +17.1% | +0.3% | +16.8% | +17.1% |
| 3M | +16.8% | -17.9% | +34.8% | +20.2% |
| 6M | +2.0% | -3.4% | +5.4% | +2.1% |
| YTD | +1.9% | -0.1% | +2.0% | +1.4% |
| 1Y | +5.2% | +13.4% | -8.2% | +2.7% |
| 3Y | +54.8% | +37.2% | +17.6% | +41.5% |
| 5Y | +62.4% | +117.3% | -54.9% | +26.8% |
| All | +62.4% | +118.9% | -56.4% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling