+772.4%
AZN vs PRU
+806.6%
-34.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.4% |
| 30D | +0.7% | +2.7% | -2.0% | +0.2% |
| 3M | -10.5% | +19.5% | -30.0% | -13.6% |
| 6M | -19.3% | +26.6% | -45.9% | -22.9% |
| YTD | -10.6% | +12.3% | -22.9% | -12.8% |
| 1Y | +0.5% | +18.0% | -17.5% | -3.0% |
| 3Y | +25.9% | +47.0% | -21.2% | +15.4% |
| 5Y | +52.4% | +48.4% | +4.0% | +38.0% |
| 10Y | +220.8% | +142.4% | +78.4% | +149.5% |
| All | +772.4% | +806.6% | -34.2% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling