+4,662.2%
AZN vs PSA
+9,691.6%
-5,029.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.1% | -3.6% | +0.5% | -2.2% |
| 30D | +0.6% | -9.4% | +9.9% | +3.2% |
| 3M | -10.8% | -8.2% | -2.6% | -8.8% |
| 6M | -18.1% | -1.8% | -16.3% | -17.9% |
| YTD | -12.3% | +15.7% | -28.0% | -15.8% |
| 1Y | -0.2% | +6.3% | -6.5% | -2.2% |
| 3Y | +23.4% | +21.6% | +1.8% | +15.7% |
| 5Y | +56.4% | +13.5% | +42.9% | +47.5% |
| 10Y | +225.7% | +101.3% | +124.4% | +158.6% |
| All | +4,662.2% | +9,691.6% | -5,029.3% | +1,733.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling