+26.8%
AZN vs PFGC
+58.8%
-32.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -0.8% |
| 30D | +1.1% | -12.5% | +13.6% | +3.1% |
| 3M | -12.1% | -9.7% | -2.4% | -10.8% |
| 6M | -17.1% | +7.0% | -24.2% | -18.0% |
| YTD | -12.0% | +4.5% | -16.4% | -12.8% |
| 1Y | -0.2% | -11.6% | +11.4% | +1.0% |
| 3Y | +26.8% | +58.5% | -31.7% | +14.6% |
| All | +26.8% | +58.8% | -32.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling