+4,674.2%
AZN vs PPL
+1,171.3%
+3,502.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.5% | +1.8% | -3.3% | -2.0% |
| 30D | -0.9% | -1.1% | +0.2% | -0.6% |
| 3M | -11.8% | 0.0% | -11.9% | -11.9% |
| 6M | -17.6% | -7.6% | -10.0% | -15.9% |
| YTD | -12.0% | +1.7% | -13.8% | -12.6% |
| 1Y | -0.9% | +1.5% | -2.4% | -1.5% |
| 3Y | +23.7% | +55.3% | -31.6% | +9.2% |
| 5Y | +54.5% | +37.7% | +16.8% | +40.2% |
| 10Y | +218.2% | +54.0% | +164.2% | +171.5% |
| All | +4,674.2% | +1,171.3% | +3,502.9% | +2,570.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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