+57.7%
AZN vs PSA
+13.7%
+44.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.6% | -1.8% | +0.3% | -1.0% |
| 30D | +1.1% | -8.4% | +9.4% | +3.7% |
| 3M | -12.1% | -7.8% | -4.3% | -10.1% |
| 6M | -17.1% | +0.8% | -17.9% | -17.5% |
| YTD | -12.0% | +16.5% | -28.5% | -16.0% |
| 1Y | -0.2% | +4.7% | -4.9% | -2.0% |
| 3Y | +26.8% | +21.1% | +5.7% | +18.6% |
| All | +57.7% | +13.7% | +44.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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