-76.0%
PCG vs AZN
+339.5%
-415.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +2.2% | -1.1% | +3.2% | +2.5% |
| 30D | +0.8% | +13.8% | -13.1% | -3.7% |
| 3M | -23.8% | +17.3% | -41.1% | -27.9% |
| 6M | -19.6% | -1.7% | -17.9% | -19.7% |
| YTD | -16.7% | +1.4% | -18.1% | -17.9% |
| 1Y | -19.4% | +5.2% | -24.5% | -21.6% |
| 3Y | -18.3% | +52.6% | -70.9% | -31.2% |
| 5Y | +10.4% | +72.9% | -62.5% | -12.2% |
| All | -76.0% | +339.5% | -415.4% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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