+48.5%
PFE vs PAAS
+207.5%
-159.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.0% |
| 7D | -2.1% | -7.0% | +4.9% | -1.9% |
| 30D | +3.1% | -15.3% | +18.4% | +3.6% |
| 3M | +11.2% | -27.7% | +38.9% | +12.3% |
| 6M | +15.0% | -40.5% | +55.5% | +16.8% |
| YTD | +23.5% | -26.5% | +50.0% | +24.2% |
| 1Y | +18.9% | -0.8% | +19.7% | +18.3% |
| 3Y | +18.7% | +196.9% | -178.2% | +12.6% |
| 5Y | -24.0% | +49.2% | -73.2% | -27.0% |
| All | +48.5% | +207.5% | -159.0% | +42.7% |
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