+35.8%
PFE vs HAS
+56.4%
-20.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.1% |
| 30D | +10.2% | +2.3% | +8.0% | +9.8% |
| 3M | +12.7% | +10.4% | +2.3% | +10.7% |
| 6M | +10.5% | -3.2% | +13.8% | +10.7% |
| YTD | +20.2% | +15.4% | +4.7% | +16.7% |
| 1Y | +24.1% | +18.8% | +5.3% | +19.8% |
| 3Y | -3.6% | +43.9% | -47.5% | -11.0% |
| 5Y | -20.9% | +13.9% | -34.8% | -25.0% |
| All | +35.8% | +56.4% | -20.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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