+93.1%
FOXA vs PBR
+552.2%
-459.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +0.8% | +5.4% | -4.6% | +0.2% |
| 30D | +5.0% | +22.9% | -17.8% | +2.5% |
| 3M | -3.0% | +19.6% | -22.7% | -5.1% |
| 6M | +14.8% | +16.5% | -1.7% | +12.5% |
| YTD | -8.9% | +86.7% | -95.6% | -15.6% |
| 1Y | +13.3% | +74.7% | -61.4% | +5.6% |
| 3Y | +115.4% | +102.6% | +12.8% | +95.2% |
| All | +93.1% | +552.2% | -459.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling