+8.6%
FOXA vs PBF
+176.4%
-167.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.3% |
| 7D | -4.0% | +4.3% | -8.3% | -4.1% |
| 30D | +12.0% | +22.0% | -10.0% | +11.2% |
| 3M | +0.3% | +74.5% | -74.2% | -1.6% |
| 6M | +12.5% | +67.7% | -55.2% | +10.5% |
| YTD | -9.6% | +179.2% | -188.8% | -11.9% |
| 1Y | +8.6% | +170.0% | -161.4% | +7.6% |
| All | +8.6% | +176.4% | -167.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling