+57.7%
AZN vs PEG
+36.3%
+21.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +1.1% | -3.7% | +4.8% | +2.3% |
| 3M | -12.1% | -7.3% | -4.9% | -9.8% |
| 6M | -17.1% | -10.5% | -6.7% | -14.0% |
| YTD | -12.0% | -7.5% | -4.5% | -9.7% |
| 1Y | -0.2% | -8.7% | +8.5% | +2.7% |
| 3Y | +26.8% | +31.4% | -4.6% | +11.3% |
| All | +57.7% | +36.3% | +21.4% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling