+773.5%
PM vs AZN
+808.5%
-34.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | -2.6% | -0.9% | -1.7% | -2.3% |
| 3M | +5.8% | -11.8% | +17.6% | +10.0% |
| 6M | +10.6% | -17.6% | +28.2% | +17.4% |
| YTD | +17.2% | -12.0% | +29.2% | +21.4% |
| 1Y | +17.6% | -0.9% | +18.5% | +16.6% |
| 3Y | +124.3% | +23.7% | +100.6% | +102.6% |
| 5Y | +125.1% | +54.5% | +70.5% | +83.5% |
| 10Y | +198.6% | +218.2% | -19.6% | +78.6% |
| All | +773.5% | +808.5% | -34.9% | +210.4% |
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