+48.8%
PFE vs PAAS
+205.7%
-156.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.7% | -8.9% | +7.2% | -1.4% |
| 30D | +0.3% | -11.4% | +11.8% | +0.7% |
| 3M | +9.4% | -20.4% | +29.8% | +10.1% |
| 6M | +14.9% | -40.7% | +55.6% | +16.7% |
| YTD | +23.8% | -26.9% | +50.7% | +24.5% |
| 1Y | +19.5% | -3.1% | +22.6% | +19.0% |
| 3Y | +21.0% | +199.3% | -178.2% | +14.7% |
| 5Y | -23.9% | +48.3% | -72.2% | -26.8% |
| All | +48.8% | +205.7% | -156.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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