+4,662.2%
AZN vs PEG
+1,907.5%
+2,754.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | +0.6% | -2.8% | +3.3% | +1.3% |
| 3M | -10.8% | -6.9% | -3.9% | -9.0% |
| 6M | -18.1% | -11.4% | -6.7% | -15.3% |
| YTD | -12.3% | -7.4% | -4.9% | -10.5% |
| 1Y | -0.2% | -8.3% | +8.1% | +2.0% |
| 3Y | +23.4% | +31.5% | -8.2% | +12.8% |
| 5Y | +56.4% | +38.0% | +18.4% | +40.1% |
| 10Y | +225.7% | +148.3% | +77.3% | +140.8% |
| All | +4,662.2% | +1,907.5% | +2,754.7% | +2,107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling