+16.4%
AZN vs PH
+20.3%
-3.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +3.2% |
| 7D | +11.5% | -0.2% | +11.7% | +11.3% |
| 30D | +20.8% | -6.7% | +27.5% | +21.7% |
| 3M | +21.5% | -8.1% | +29.6% | +22.5% |
| 6M | +3.0% | +5.3% | -2.3% | -1.0% |
| YTD | +3.9% | +4.2% | -0.3% | -0.6% |
| 1Y | +16.4% | +19.3% | -2.9% | +5.3% |
| All | +16.4% | +20.3% | -3.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling