+216.5%
AZN vs PSX
+386.4%
-169.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +1.1% | +15.6% | -14.6% | -0.5% |
| 3M | -12.1% | +46.5% | -58.6% | -15.7% |
| 6M | -17.1% | +55.0% | -72.2% | -21.2% |
| YTD | -12.0% | +105.3% | -117.3% | -19.0% |
| 1Y | -0.2% | +101.6% | -101.8% | -8.2% |
| 3Y | +26.8% | +134.1% | -107.4% | +13.1% |
| 5Y | +56.9% | +368.7% | -311.8% | +26.0% |
| All | +216.5% | +386.4% | -169.9% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling