+191.2%
AZN vs PENG
+751.0%
-559.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -2.9% | +7.3% | -10.2% | -3.4% |
| 30D | -3.1% | -7.5% | +4.4% | -2.7% |
| 3M | -14.4% | -17.2% | +2.8% | -14.5% |
| 6M | -19.5% | +176.7% | -196.2% | -28.0% |
| YTD | -13.8% | +161.0% | -174.8% | -22.7% |
| 1Y | -2.4% | +108.8% | -111.2% | -11.2% |
| 3Y | +21.3% | +109.8% | -88.5% | +5.9% |
| 5Y | +53.6% | +111.7% | -58.1% | +30.9% |
| All | +191.2% | +751.0% | -559.8% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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