+4,753.5%
AZN vs PCAR
+10,270.5%
-5,517.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +0.7% | -6.2% | +7.0% | +2.0% |
| 3M | -10.5% | +5.9% | -16.4% | -11.8% |
| 6M | -19.3% | +0.4% | -19.7% | -19.7% |
| YTD | -10.6% | +14.8% | -25.4% | -13.5% |
| 1Y | +0.5% | +30.1% | -29.6% | -5.4% |
| 3Y | +25.9% | +66.7% | -40.8% | +11.0% |
| 5Y | +52.4% | +166.1% | -113.7% | +20.8% |
| 10Y | +220.8% | +353.7% | -132.8% | +122.1% |
| All | +4,753.5% | +10,270.5% | -5,517.0% | +1,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling