+70.0%
AZN vs PENG
+56.5%
+13.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.2% |
| 7D | -1.1% | +13.2% | -14.3% | -1.5% |
| 30D | +13.8% | -29.9% | +43.8% | +14.8% |
| 3M | +17.3% | -22.2% | +39.5% | +17.4% |
| 6M | -1.7% | -1.9% | +0.1% | -4.6% |
| YTD | +1.4% | +142.1% | -140.8% | -8.7% |
| 1Y | +5.2% | +151.5% | -146.3% | -5.6% |
| 3Y | +52.6% | +206.9% | -154.3% | +29.9% |
| All | +70.0% | +56.5% | +13.5% | +47.6% |
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