+210.9%
PM vs AZN
+223.4%
-12.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +4.7% | -1.6% | +6.2% | +5.1% |
| 30D | +2.6% | +1.1% | +1.6% | +2.3% |
| 3M | +6.6% | -12.1% | +18.7% | +10.2% |
| 6M | +16.5% | -17.1% | +33.6% | +22.3% |
| YTD | +21.2% | -12.0% | +33.2% | +24.9% |
| 1Y | +17.9% | -0.2% | +18.1% | +17.0% |
| 3Y | +129.8% | +26.8% | +103.1% | +109.9% |
| 5Y | +133.0% | +56.9% | +76.1% | +94.9% |
| All | +210.9% | +223.4% | -12.5% | +126.2% |
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