+1,696.5%
PEP vs AZN
+4,448.6%
-2,752.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +0.7% | -0.9% | +1.5% | +0.8% |
| 3M | -0.5% | -11.8% | +11.3% | +2.1% |
| 6M | -11.3% | -17.6% | +6.3% | -7.6% |
| YTD | -0.6% | -12.0% | +11.5% | +1.8% |
| 1Y | +1.7% | -0.9% | +2.5% | +1.0% |
| 3Y | -12.5% | +23.7% | -36.1% | -18.2% |
| 5Y | +3.9% | +54.5% | -50.6% | -8.9% |
| 10Y | +76.6% | +218.2% | -141.6% | +28.6% |
| All | +1,696.5% | +4,448.6% | -2,752.1% | +627.8% |
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