+4,753.5%
AZN vs PTC
+658.4%
+4,095.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -0.7% |
| 7D | 0.0% | -10.3% | +10.3% | +1.0% |
| 30D | +0.7% | +1.1% | -0.4% | +0.6% |
| 3M | -10.5% | +1.6% | -12.1% | -10.9% |
| 6M | -19.3% | -13.5% | -5.8% | -18.6% |
| YTD | -10.6% | -19.1% | +8.5% | -9.3% |
| 1Y | +0.5% | -33.9% | +34.4% | +3.7% |
| 3Y | +25.9% | -3.9% | +29.8% | +24.7% |
| 5Y | +52.4% | +6.0% | +46.4% | +48.5% |
| 10Y | +220.8% | +223.7% | -2.9% | +177.0% |
| All | +4,753.5% | +658.4% | +4,095.1% | +3,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling