+216.5%
AZN vs PH
+820.2%
-603.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +1.1% | -11.0% | +12.0% | +3.2% |
| 3M | -12.1% | +5.5% | -17.6% | -13.3% |
| 6M | -17.1% | +1.5% | -18.6% | -17.7% |
| YTD | -12.0% | +8.8% | -20.7% | -13.8% |
| 1Y | -0.2% | +24.5% | -24.7% | -4.7% |
| 3Y | +26.8% | +141.2% | -114.4% | +4.6% |
| 5Y | +56.9% | +256.3% | -199.4% | +17.7% |
| All | +216.5% | +820.2% | -603.6% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling