+98.1%
AZN vs PL
+45.6%
+52.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +1.6% | +5.6% | -4.1% | +1.4% |
| 30D | +17.3% | -16.9% | +34.2% | +17.7% |
| 3M | +15.3% | -38.2% | +53.6% | +16.4% |
| 6M | +2.1% | -63.4% | +65.6% | +4.1% |
| YTD | +2.6% | -27.6% | +30.3% | +2.2% |
| 1Y | +7.9% | +6.6% | +1.3% | +5.9% |
| 3Y | +55.8% | +557.6% | -501.8% | +38.3% |
| 5Y | +63.0% | +39.5% | +23.5% | +54.1% |
| All | +98.1% | +45.6% | +52.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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