+66.5%
AZN vs PCOR
-14.6%
+81.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | +1.5% | +22.2% | -20.7% | +0.2% |
| 30D | +19.0% | +36.0% | -17.1% | +16.7% |
| 3M | +17.3% | +34.0% | -16.7% | +15.1% |
| 6M | +3.6% | +43.5% | -39.9% | +0.9% |
| YTD | +4.1% | +5.1% | -1.0% | +3.3% |
| 1Y | +13.1% | -3.9% | +17.1% | +12.9% |
| 3Y | +55.8% | +52.9% | +2.9% | +48.1% |
| 5Y | +66.5% | -18.7% | +85.1% | +52.6% |
| All | +66.5% | -14.6% | +81.0% | +52.6% |
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