+16.4%
AZN vs PHM
+16.2%
+0.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.2% | -4.4% | +0.9% |
| 7D | +11.5% | +13.6% | -2.1% | +7.9% |
| 30D | +20.8% | +19.3% | +1.5% | +15.3% |
| 3M | +21.5% | +3.5% | +18.0% | +19.8% |
| 6M | +3.0% | +18.6% | -15.6% | -1.7% |
| YTD | +3.9% | +16.7% | -12.8% | -0.1% |
| 1Y | +16.4% | +14.6% | +1.8% | +12.8% |
| All | +16.4% | +16.2% | +0.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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