+108.6%
FOXA vs PBF
+55.5%
+53.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -5.4% | +1.4% | -6.8% | -5.5% |
| 30D | +1.1% | +15.8% | -14.7% | -0.3% |
| 3M | -6.1% | +90.3% | -96.4% | -12.2% |
| 6M | +8.2% | +102.8% | -94.6% | -0.1% |
| YTD | -11.8% | +187.3% | -199.1% | -22.2% |
| 1Y | +9.9% | +161.8% | -151.9% | -2.7% |
| All | +108.6% | +55.5% | +53.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling