[mthomassen]

We ran a Postgres DBaaS offering of Azure for 2 years before we switched over to a self-managed (IaaS) Postgres installation. Couldn't be happier.

The primary reason was the desire to use extensions; I'm now able to use Foreign Data Wrappers with great effect to turn the Postgres databases in an enterprise data integration platform/data warehouse.

Additional benefits include a staggering 50x performance increase* , a much finer grained user authorization strategy (by being able to (automatically) alter grants and alter default privileges of other users with superuser permissions). Also, my business users can now leverage NFS or sFTP shares to load very large datasets direct from the server and we can actually shut down unused environments outside of business hours (Azure's DBaaS can be scaled down, but not shut down).

The costs of this setup is actually ~20% lower compared to Azure's managed offering (for same core count, could be even lower if you add the enormous performance gains to the comparison). This included cost of developers/operators! (we're finding the operational effort is more or less equal to a managed offering; almost non-existant). The only thing that really caused some discomfort in the beginning was our setup of pgBouncer.

Off course, There're some caveats; we run an OLAP workload, not business critical and therefor haven't really put a lot of effort into a HA setup. Still, the advantages of an "real" Postgres server cannot be overstated! To be able to use extensions alone has brought the time to market of new features from weeks to days.

* Geometric mean of TPC-DS benchmark suite. On Azure's Ls_v2 machines, leveraging the NVMe disk with bcache. Compared to a tuned Azure's "Postres as a Service" with equal core count.

[greggyb]

This is not the only database product that is poorly configured for peak performance on Azure. Even their managed offering for their own Analysis Services OLAP database, Azure Analysis Services, is handily beaten by an IaaS instance with a better CPU, running SQL Server Analysis Services (the same database as part of SQL Server licensing). The database engine loves high clock speeds, but in testing, the top tier managed offering runs similar to what I've seen on mid-2GHz server CPUs.