+3,449.8%
PFE vs HAS
+4,678.1%
-1,228.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +8.7% | +31.3% | -22.7% | +3.2% |
| 3M | +15.8% | +32.1% | -16.3% | +9.7% |
| 6M | +16.8% | +28.1% | -11.3% | +11.0% |
| YTD | +26.2% | +49.1% | -22.9% | +16.2% |
| 1Y | +29.9% | +60.5% | -30.6% | +17.9% |
| 3Y | +15.9% | +183.9% | -167.9% | -6.9% |
| 5Y | -20.6% | +51.2% | -71.8% | -29.6% |
| 10Y | +65.4% | +105.3% | -39.9% | +31.0% |
| All | +3,449.8% | +4,678.1% | -1,228.2% | +1,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling