-20.2%
PFE vs HAS
+51.1%
-71.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -4.7% | +2.2% | -6.9% | -5.0% |
| 30D | +3.4% | +29.6% | -26.2% | -0.6% |
| 3M | +9.2% | +30.3% | -21.0% | +4.9% |
| 6M | +15.8% | +25.6% | -9.8% | +11.5% |
| YTD | +23.4% | +50.8% | -27.4% | +15.3% |
| 1Y | +25.8% | +63.0% | -37.2% | +16.2% |
| 3Y | +17.8% | +211.6% | -193.7% | -0.8% |
| 5Y | -20.2% | +50.4% | -70.6% | -24.8% |
| All | -20.2% | +51.1% | -71.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling