-18.3%
PCG vs AZN
+53.8%
-72.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.0% |
| 3M | -23.8% | +17.3% | -41.1% | -27.2% |
| 6M | -19.6% | -1.7% | -17.9% | -19.4% |
| YTD | -16.7% | +1.4% | -18.1% | -17.4% |
| 1Y | -19.4% | +5.2% | -24.5% | -21.0% |
| 3Y | -18.3% | +52.6% | -70.9% | -29.4% |
| All | -18.3% | +53.8% | -72.1% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling