-14.9%
PEP vs AZN
+27.6%
-42.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -1.4% | -3.1% | +1.7% | -0.7% |
| 30D | -0.2% | +0.6% | -0.8% | -0.4% |
| 3M | -4.3% | -10.8% | +6.5% | -2.1% |
| 6M | -13.2% | -18.1% | +4.9% | -9.6% |
| YTD | -1.9% | -12.3% | +10.4% | +0.4% |
| 1Y | -0.3% | -0.2% | -0.1% | -1.1% |
| All | -14.9% | +27.6% | -42.5% | -21.7% |
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