+4,678.0%
AZN vs PPG
+1,212.2%
+3,465.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.6% | -6.2% | +4.7% | +0.2% |
| 30D | +1.1% | -7.9% | +9.0% | +3.4% |
| 3M | -12.1% | -10.2% | -1.9% | -9.8% |
| 6M | -17.1% | +2.7% | -19.8% | -18.4% |
| YTD | -12.0% | +4.9% | -16.9% | -14.1% |
| 1Y | -0.2% | -3.2% | +3.0% | -0.6% |
| 3Y | +26.8% | -17.0% | +43.8% | +30.4% |
| 5Y | +56.9% | -23.3% | +80.2% | +61.6% |
| 10Y | +226.7% | +26.4% | +200.3% | +175.8% |
| All | +4,678.0% | +1,212.2% | +3,465.8% | +2,135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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