+4,674.2%
AZN vs PH
+18,547.6%
-13,873.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -0.9% | -10.8% | +10.0% | +1.6% |
| 3M | -11.8% | +8.5% | -20.3% | -13.7% |
| 6M | -17.6% | +3.9% | -21.5% | -18.7% |
| YTD | -12.0% | +9.4% | -21.5% | -14.2% |
| 1Y | -0.9% | +26.8% | -27.7% | -6.4% |
| 3Y | +23.7% | +140.8% | -117.1% | -0.6% |
| 5Y | +54.5% | +253.8% | -199.3% | +12.1% |
| 10Y | +218.2% | +792.3% | -574.2% | +76.4% |
| All | +4,674.2% | +18,547.6% | -13,873.4% | +1,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling