+4,581.7%
AZN vs PHM
+4,234.7%
+347.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -2.9% | -3.9% | +1.0% | -2.3% |
| 30D | -3.1% | -8.6% | +5.5% | -1.8% |
| 3M | -14.4% | -2.9% | -11.5% | -14.2% |
| 6M | -19.5% | -5.7% | -13.8% | -19.0% |
| YTD | -13.8% | +1.9% | -15.6% | -14.3% |
| 1Y | -2.4% | -12.3% | +9.9% | -1.0% |
| 3Y | +21.3% | +50.8% | -29.5% | +12.2% |
| 5Y | +53.6% | +157.3% | -103.7% | +29.4% |
| 10Y | +220.1% | +566.5% | -346.4% | +125.9% |
| All | +4,581.7% | +4,234.7% | +347.0% | +2,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling