+2,560.4%
PG vs AZN
+4,452.3%
-1,891.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +0.8% | +1.1% | -0.2% | +0.6% |
| 3M | -1.3% | -12.1% | +10.8% | +1.2% |
| 6M | -3.8% | -17.1% | +13.3% | -0.1% |
| YTD | +3.6% | -12.0% | +15.6% | +6.0% |
| 1Y | -5.7% | -0.2% | -5.5% | -6.4% |
| 3Y | +1.6% | +26.8% | -25.2% | -5.1% |
| 5Y | +14.6% | +56.9% | -42.3% | +1.3% |
| 10Y | +121.2% | +226.7% | -105.5% | +64.2% |
| All | +2,560.4% | +4,452.3% | -1,891.9% | +1,118.8% |
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