+10.9%
PCG vs AZN
+4,524.2%
-4,513.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -13.9% | 0.0% | -13.9% | -13.8% |
| 30D | -16.9% | +0.7% | -17.6% | -17.0% |
| 3M | -14.7% | -10.5% | -4.2% | -12.7% |
| 6M | -23.8% | -19.3% | -4.6% | -20.1% |
| YTD | -10.5% | -10.6% | +0.1% | -8.5% |
| 1Y | -5.1% | +0.5% | -5.6% | -5.8% |
| 3Y | -11.6% | +25.9% | -37.5% | -17.4% |
| 5Y | +59.0% | +52.4% | +6.6% | +41.1% |
| 10Y | -75.7% | +220.8% | -296.6% | -81.7% |
| All | +10.9% | +4,524.2% | -4,513.3% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling