+57.3%
AZN vs PCOR
-30.9%
+88.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.0% |
| 7D | 0.0% | -9.0% | +9.0% | +0.5% |
| 30D | +0.7% | +4.2% | -3.4% | +0.5% |
| 3M | -10.5% | +14.4% | -24.9% | -11.3% |
| 6M | -19.3% | +0.2% | -19.4% | -19.6% |
| YTD | -10.6% | -20.3% | +9.7% | -9.7% |
| 1Y | +0.5% | -16.1% | +16.6% | +1.0% |
| 3Y | +25.9% | -14.7% | +40.6% | +24.8% |
| 5Y | +52.4% | -43.2% | +95.6% | +46.8% |
| All | +57.3% | -30.9% | +88.3% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling