-0.2%
AZN vs PSX
+103.3%
-103.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | -1.6% | +1.7% | -3.3% | -1.3% |
| 30D | +1.1% | +15.6% | -14.6% | +2.8% |
| 3M | -12.1% | +46.5% | -58.6% | -8.1% |
| 6M | -17.1% | +55.0% | -72.2% | -12.8% |
| YTD | -12.0% | +105.3% | -117.3% | -6.3% |
| 1Y | -0.2% | +101.6% | -101.8% | +7.0% |
| All | -0.2% | +103.3% | -103.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling