-0.2%
AZN vs PENG
+97.0%
-97.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +1.6% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +0.6% | -15.2% | +15.8% | +0.2% |
| 3M | -10.8% | -16.9% | +6.1% | -11.3% |
| 6M | -18.1% | +161.5% | -179.7% | -25.4% |
| YTD | -12.3% | +148.6% | -160.8% | -19.9% |
| 1Y | -0.2% | +89.6% | -89.8% | -6.9% |
| All | -0.2% | +97.0% | -97.2% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling