+1,077.2%
PFE vs PAAS
+1,235.6%
-158.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.2% |
| 7D | +1.8% | -2.9% | +4.6% | +1.9% |
| 30D | +10.2% | +6.8% | +3.4% | +9.9% |
| 3M | +12.7% | -2.9% | +15.6% | +12.6% |
| 6M | +10.5% | -16.4% | +27.0% | +11.0% |
| YTD | +20.2% | 0.0% | +20.1% | +19.6% |
| 1Y | +24.1% | +54.3% | -30.3% | +21.4% |
| 3Y | -3.6% | +230.7% | -234.2% | -9.0% |
| 5Y | -20.9% | +111.6% | -132.5% | -24.6% |
| 10Y | +35.8% | +211.7% | -175.9% | +25.0% |
| All | +1,077.2% | +1,235.6% | -158.4% | +992.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling