+4,678.0%
AZN vs PNR
+1,790.9%
+2,887.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.6% | -6.0% | +4.5% | -0.3% |
| 30D | +1.1% | -14.0% | +15.0% | +4.0% |
| 3M | -12.1% | -21.7% | +9.6% | -8.4% |
| 6M | -17.1% | -37.3% | +20.1% | -9.9% |
| YTD | -12.0% | -45.1% | +33.2% | -1.8% |
| 1Y | -0.2% | -49.1% | +48.9% | +12.9% |
| 3Y | +26.8% | -14.8% | +41.6% | +27.6% |
| 5Y | +56.9% | -21.0% | +77.9% | +57.6% |
| 10Y | +226.7% | +64.7% | +162.0% | +172.5% |
| All | +4,678.0% | +1,790.9% | +2,887.1% | +2,523.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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