+23.7%
AZN vs PRU
+46.6%
-23.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | -0.9% | -0.4% | -0.4% | -0.8% |
| 3M | -11.8% | +16.4% | -28.3% | -14.6% |
| 6M | -17.6% | +26.0% | -43.6% | -21.4% |
| YTD | -12.0% | +9.9% | -22.0% | -14.0% |
| 1Y | -0.9% | +18.8% | -19.6% | -4.5% |
| 3Y | +23.7% | +45.3% | -21.7% | +6.3% |
| All | +23.7% | +46.6% | -23.0% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling