-11.1%
PCG vs AZN
+23.5%
-34.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.3% | +4.1% |
| 7D | +5.4% | -1.5% | +6.9% | +5.9% |
| 30D | -15.1% | -0.9% | -14.3% | -14.9% |
| 3M | -9.8% | -11.8% | +2.0% | -6.7% |
| 6M | -18.0% | -17.6% | -0.4% | -13.4% |
| YTD | -7.2% | -12.0% | +4.8% | -4.1% |
| 1Y | +2.9% | -0.9% | +3.7% | +2.1% |
| 3Y | -11.1% | +23.7% | -34.8% | -19.7% |
| All | -11.1% | +23.5% | -34.6% | -19.7% |
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