+238.9%
AZN vs PFGC
+403.3%
-164.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -2.9% | -3.7% | +0.8% | -2.5% |
| 30D | -3.1% | -16.0% | +12.9% | -1.5% |
| 3M | -14.4% | -4.1% | -10.3% | -14.1% |
| 6M | -19.5% | +8.7% | -28.2% | -20.2% |
| YTD | -13.8% | +6.4% | -20.1% | -14.4% |
| 1Y | -2.4% | -8.4% | +6.0% | -1.9% |
| 3Y | +21.3% | +61.8% | -40.5% | +15.1% |
| 5Y | +53.6% | +108.7% | -55.1% | +41.5% |
| 10Y | +220.1% | +298.1% | -78.0% | +170.1% |
| All | +238.9% | +403.3% | -164.4% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling