+162.6%
PM vs AZN
+69.6%
+92.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | -3.2% | +13.8% | -17.1% | -6.2% |
| 3M | +6.2% | +17.3% | -11.1% | +2.1% |
| 6M | +7.7% | -1.7% | +9.4% | +7.7% |
| YTD | +27.3% | +1.4% | +25.9% | +26.2% |
| 1Y | +32.8% | +5.2% | +27.6% | +30.6% |
| 3Y | +150.0% | +52.6% | +97.4% | +122.6% |
| All | +162.6% | +69.6% | +92.9% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling