-0.2%
AZN vs PRU
+18.5%
-18.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.6% |
| 7D | -3.1% | -3.8% | +0.7% | -2.5% |
| 30D | +0.6% | -2.0% | +2.6% | +0.9% |
| 3M | -10.8% | +14.0% | -24.8% | -13.4% |
| 6M | -18.1% | +27.2% | -45.4% | -22.3% |
| YTD | -12.3% | +9.1% | -21.3% | -14.2% |
| 1Y | -0.2% | +18.1% | -18.3% | -4.3% |
| All | -0.2% | +18.5% | -18.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling