+216.5%
AZN vs PTC
+205.0%
+11.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -1.6% | -7.3% | +5.7% | -0.7% |
| 30D | +1.1% | -11.6% | +12.7% | +2.5% |
| 3M | -12.1% | +10.5% | -22.6% | -13.5% |
| 6M | -17.1% | -17.8% | +0.7% | -15.5% |
| YTD | -12.0% | -24.9% | +13.0% | -9.2% |
| 1Y | -0.2% | -36.8% | +36.6% | +5.2% |
| 3Y | +26.8% | -8.7% | +35.5% | +24.8% |
| 5Y | +56.9% | +4.1% | +52.8% | +49.4% |
| All | +216.5% | +205.0% | +11.5% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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