+75.3%
PEP vs AZN
+223.4%
-148.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | -0.7% | +1.1% | -1.7% | -1.0% |
| 3M | -4.1% | -12.1% | +8.0% | -1.2% |
| 6M | -13.1% | -17.1% | +4.1% | -9.1% |
| YTD | -2.1% | -12.0% | +9.9% | +0.5% |
| 1Y | -1.7% | -0.2% | -1.4% | -2.6% |
| 3Y | -15.1% | +26.8% | -41.9% | -22.0% |
| 5Y | +3.1% | +56.9% | -53.8% | -12.1% |
| All | +75.3% | +223.4% | -148.2% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling