+56.4%
AZN vs PTC
+0.6%
+55.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.7% |
| 7D | -3.1% | -14.2% | +11.1% | -1.7% |
| 30D | +0.6% | -14.4% | +15.0% | +2.0% |
| 3M | -10.8% | -4.7% | -6.1% | -10.7% |
| 6M | -18.1% | -19.3% | +1.2% | -16.5% |
| YTD | -12.3% | -26.1% | +13.8% | -9.6% |
| 1Y | -0.2% | -37.1% | +36.9% | +4.9% |
| 3Y | +23.4% | -10.4% | +33.7% | +19.8% |
| 5Y | +56.4% | +2.5% | +53.9% | +42.3% |
| All | +56.4% | +0.6% | +55.7% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling