+60.6%
PFE vs PAAS
+192.1%
-131.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -3.7% | +8.4% | -12.1% | -4.0% |
| 30D | +5.0% | -7.2% | +12.1% | +5.2% |
| 3M | +12.2% | -14.0% | +26.2% | +12.6% |
| 6M | +14.6% | -26.8% | +41.3% | +15.5% |
| YTD | +24.1% | -19.8% | +43.9% | +24.5% |
| 1Y | +26.6% | +22.8% | +3.7% | +24.9% |
| 3Y | +14.3% | +183.6% | -169.3% | +8.5% |
| 5Y | -21.9% | +73.8% | -95.7% | -25.3% |
| All | +60.6% | +192.1% | -131.5% | +52.4% |
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