+8.1%
PCG vs AZN
+68.4%
-60.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.0% | -1.3% | -0.6% | -1.6% |
| 30D | -2.7% | +18.3% | -21.0% | -8.1% |
| 3M | -25.1% | +16.3% | -41.4% | -28.8% |
| 6M | -22.3% | -0.1% | -22.2% | -22.7% |
| YTD | -18.5% | +1.3% | -19.8% | -19.5% |
| 1Y | -21.8% | +6.2% | -28.1% | -24.2% |
| 3Y | -21.0% | +53.9% | -74.9% | -34.2% |
| 5Y | +8.1% | +72.8% | -64.7% | -15.2% |
| All | +8.1% | +68.4% | -60.3% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling