+51.8%
AZN vs PCOR
-35.6%
+87.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.7% |
| 7D | -2.9% | -9.0% | +6.1% | -2.4% |
| 30D | -3.1% | -7.0% | +3.9% | -2.7% |
| 3M | -14.4% | +18.3% | -32.8% | -15.4% |
| 6M | -19.5% | -7.8% | -11.7% | -19.4% |
| YTD | -13.8% | -25.6% | +11.8% | -12.6% |
| 1Y | -2.4% | -22.7% | +20.3% | -1.5% |
| 3Y | +21.3% | -17.7% | +38.9% | +20.4% |
| 5Y | +53.6% | -42.0% | +95.7% | +48.5% |
| All | +51.8% | -35.6% | +87.3% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling