+139.3%
FOXA vs PBF
+80.0%
+59.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +4.1% |
| 7D | +2.7% | +6.5% | -3.8% | +2.2% |
| 30D | +10.0% | -20.0% | +30.0% | +11.7% |
| 3M | +5.0% | -3.3% | +8.3% | +4.7% |
| 6M | +3.4% | +76.8% | -73.4% | -2.8% |
| YTD | -5.5% | +168.9% | -174.4% | -16.0% |
| 1Y | +5.5% | +96.4% | -90.8% | -2.9% |
| 3Y | +139.3% | +77.2% | +62.1% | +98.4% |
| All | +139.3% | +80.0% | +59.3% | +98.4% |
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