+216.5%
AZN vs PFG
+251.1%
-34.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +1.1% | +2.9% | -1.8% | +0.5% |
| 3M | -12.1% | +6.7% | -18.8% | -13.2% |
| 6M | -17.1% | +33.8% | -50.9% | -21.2% |
| YTD | -12.0% | +35.0% | -46.9% | -16.6% |
| 1Y | -0.2% | +46.4% | -46.6% | -6.8% |
| 3Y | +26.8% | +71.7% | -44.9% | +14.2% |
| 5Y | +56.9% | +113.7% | -56.8% | +34.8% |
| All | +216.5% | +251.1% | -34.6% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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