+5.2%
AZN vs PRU
+20.9%
-15.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.1% | +3.6% | -4.7% | -1.9% |
| 30D | +13.8% | +8.9% | +5.0% | +11.7% |
| 3M | +17.3% | +0.2% | +17.1% | +16.7% |
| 6M | -1.7% | +23.7% | -25.5% | -6.5% |
| YTD | +1.4% | +13.7% | -12.4% | -2.0% |
| 1Y | +5.2% | +20.6% | -15.5% | +0.2% |
| All | +5.2% | +20.9% | -15.8% | +0.2% |
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