+53.6%
AZN vs PRU
+43.7%
+9.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | -3.1% | -2.6% | -0.5% | -2.6% |
| 3M | -14.4% | +14.7% | -29.1% | -16.9% |
| 6M | -19.5% | +25.7% | -45.2% | -23.2% |
| YTD | -13.8% | +8.3% | -22.0% | -15.4% |
| 1Y | -2.4% | +17.3% | -19.7% | -5.8% |
| 3Y | +21.3% | +43.2% | -21.9% | +10.2% |
| 5Y | +53.6% | +43.5% | +10.1% | +44.6% |
| All | +53.6% | +43.7% | +9.9% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling