+471.6%
AZN vs PSX
+1,156.1%
-684.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | +0.6% | +15.8% | -15.3% | -1.4% |
| 3M | -10.8% | +43.0% | -53.8% | -15.1% |
| 6M | -18.1% | +61.1% | -79.2% | -23.6% |
| YTD | -12.3% | +104.5% | -116.8% | -21.0% |
| 1Y | -0.2% | +102.5% | -102.7% | -10.1% |
| 3Y | +23.4% | +133.5% | -110.1% | +7.1% |
| 5Y | +56.4% | +367.0% | -310.6% | +19.2% |
| 10Y | +225.7% | +382.3% | -156.7% | +129.9% |
| All | +471.6% | +1,156.1% | -684.4% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling