+24.1%
PFE vs FOXA
+9.1%
+15.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -1.0% |
| 7D | +1.8% | -4.0% | +5.7% | +2.0% |
| 30D | +10.2% | +12.0% | -1.7% | +9.4% |
| 3M | +12.7% | +0.3% | +12.4% | +12.2% |
| 6M | +10.5% | +12.5% | -1.9% | +9.3% |
| YTD | +20.2% | -9.6% | +29.8% | +21.1% |
| 1Y | +24.1% | +8.6% | +15.5% | +22.8% |
| All | +24.1% | +9.1% | +15.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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