+80.6%
AZN vs PCOR
-9.2%
+89.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +1.6% | +20.7% | -19.2% | +0.4% |
| 30D | +17.3% | +35.7% | -18.4% | +15.2% |
| 3M | +15.3% | +31.1% | -15.7% | +13.3% |
| 6M | +2.1% | +43.1% | -41.0% | -0.3% |
| YTD | +2.6% | +4.8% | -2.2% | +1.9% |
| 1Y | +7.9% | -3.7% | +11.5% | +7.6% |
| 3Y | +55.8% | +46.5% | +9.3% | +49.2% |
| 5Y | +63.0% | -17.3% | +80.3% | +54.2% |
| All | +80.6% | -9.2% | +89.8% | +71.4% |
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