+54.5%
AZN vs PENG
+107.7%
-53.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -1.5% | +7.8% | -9.3% | -1.8% |
| 30D | -0.9% | -12.2% | +11.3% | -0.4% |
| 3M | -11.8% | -20.6% | +8.8% | -11.7% |
| 6M | -17.6% | +180.9% | -198.5% | -25.2% |
| YTD | -12.0% | +162.3% | -174.3% | -19.9% |
| 1Y | -0.9% | +107.3% | -108.1% | -8.5% |
| 3Y | +23.7% | +110.8% | -87.1% | +9.9% |
| 5Y | +54.5% | +117.8% | -63.3% | +33.3% |
| All | +54.5% | +107.7% | -53.2% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling