+92.4%
FOXA vs PBF
+202.6%
-110.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | +0.8% | +5.3% | -4.5% | +0.1% |
| 30D | +5.0% | +11.7% | -6.7% | +3.3% |
| 3M | -3.0% | +91.1% | -94.1% | -11.8% |
| 6M | +14.8% | +88.4% | -73.7% | +3.7% |
| YTD | -8.9% | +194.1% | -203.0% | -23.2% |
| 1Y | +13.3% | +180.4% | -167.1% | -4.7% |
| 3Y | +115.4% | +59.3% | +56.1% | +89.8% |
| 5Y | +95.3% | +816.3% | -721.0% | +22.4% |
| All | +92.4% | +202.6% | -110.3% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling