+54.2%
PCG vs AZN
+51.7%
+2.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -3.6% |
| 7D | +6.5% | -2.9% | +9.4% | +7.5% |
| 30D | -16.7% | -3.1% | -13.7% | -15.9% |
| 3M | -14.2% | -14.4% | +0.3% | -10.1% |
| 6M | -21.5% | -19.5% | -2.0% | -16.1% |
| YTD | -11.2% | -13.8% | +2.6% | -7.4% |
| 1Y | -4.2% | -2.4% | -1.8% | -4.5% |
| 3Y | -14.9% | +21.3% | -36.1% | -22.2% |
| 5Y | +54.2% | +53.6% | +0.6% | +33.2% |
| All | +54.2% | +51.7% | +2.6% | +33.2% |
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