+53.6%
AZN vs PWR
+448.6%
-395.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.8% |
| 7D | -2.9% | +2.7% | -5.6% | -3.1% |
| 30D | -3.1% | -5.1% | +2.1% | -2.8% |
| 3M | -14.4% | -9.4% | -5.1% | -14.0% |
| 6M | -19.5% | +10.4% | -29.9% | -21.0% |
| YTD | -13.8% | +48.6% | -62.4% | -17.9% |
| 1Y | -2.4% | +68.0% | -70.4% | -8.4% |
| 3Y | +21.3% | +204.7% | -183.5% | +3.5% |
| 5Y | +53.6% | +451.9% | -398.3% | +22.0% |
| All | +53.6% | +448.6% | -395.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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