+216.5%
AZN vs PBR
+697.0%
-480.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | -1.6% | +5.4% | -6.9% | -2.1% |
| 30D | +1.1% | +22.9% | -21.8% | -1.1% |
| 3M | -12.1% | +19.6% | -31.8% | -13.8% |
| 6M | -17.1% | +16.5% | -33.6% | -18.7% |
| YTD | -12.0% | +86.7% | -98.6% | -17.9% |
| 1Y | -0.2% | +74.7% | -74.9% | -6.4% |
| 3Y | +26.8% | +102.6% | -75.8% | +16.1% |
| 5Y | +56.9% | +566.6% | -509.7% | +23.3% |
| All | +216.5% | +697.0% | -480.4% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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