+16.4%
AZN vs PEG
-6.2%
+22.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | +11.5% | +1.0% | +10.5% | +11.1% |
| 30D | +20.8% | +6.6% | +14.1% | +17.7% |
| 3M | +21.5% | -3.1% | +24.6% | +23.2% |
| 6M | +3.0% | -7.4% | +10.4% | +7.0% |
| YTD | +3.9% | -6.4% | +10.3% | +8.3% |
| 1Y | +16.4% | -7.4% | +23.9% | +22.5% |
| All | +16.4% | -6.2% | +22.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling