+60.6%
PFE vs HAS
+101.4%
-40.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | +5.0% | +31.0% | -26.1% | +0.3% |
| 3M | +12.2% | +30.7% | -18.5% | +7.2% |
| 6M | +14.6% | +23.9% | -9.3% | +10.2% |
| YTD | +24.1% | +48.3% | -24.2% | +15.5% |
| 1Y | +26.6% | +60.2% | -33.7% | +16.3% |
| 3Y | +14.3% | +189.2% | -174.9% | -5.8% |
| 5Y | -21.9% | +50.4% | -72.3% | -29.3% |
| All | +60.6% | +101.4% | -40.7% | +31.2% |
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