+49.6%
PFE vs PAAS
+178.0%
-128.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.6% |
| 7D | -4.7% | +8.8% | -13.5% | -5.0% |
| 30D | +3.4% | -8.5% | +11.8% | +3.6% |
| 3M | +9.2% | -17.0% | +26.2% | +9.8% |
| 6M | +15.8% | -27.9% | +43.7% | +16.8% |
| YTD | +23.4% | -17.5% | +40.9% | +23.7% |
| 1Y | +25.8% | +22.8% | +3.0% | +24.2% |
| 3Y | +17.8% | +224.2% | -206.4% | +11.4% |
| 5Y | -20.2% | +73.6% | -93.8% | -23.7% |
| 10Y | +49.6% | +186.4% | -136.8% | +42.4% |
| All | +49.6% | +178.0% | -128.4% | +42.4% |
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