+128.3%
PM vs AZN
+27.6%
+100.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | +1.9% | -3.1% | +5.0% | +2.6% |
| 30D | +1.9% | +0.6% | +1.3% | +1.7% |
| 3M | +4.6% | -10.8% | +15.4% | +7.1% |
| 6M | +11.7% | -18.1% | +29.8% | +16.2% |
| YTD | +20.4% | -12.3% | +32.6% | +23.6% |
| 1Y | +19.0% | -0.2% | +19.1% | +19.4% |
| All | +128.3% | +27.6% | +100.7% | +114.6% |
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