-2.5%
PFE vs PAAS
+236.3%
-238.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.2% |
| 7D | +1.8% | -2.9% | +4.6% | +1.8% |
| 30D | +10.2% | +6.8% | +3.4% | +9.9% |
| 3M | +12.7% | -2.9% | +15.6% | +12.5% |
| 6M | +10.5% | -16.4% | +27.0% | +10.7% |
| YTD | +20.2% | 0.0% | +20.1% | +19.8% |
| 1Y | +24.1% | +54.3% | -30.3% | +22.1% |
| All | -2.5% | +236.3% | -238.7% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling