+6.3%
PFE vs FOXA
+99.6%
-93.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.5% |
| 7D | -1.7% | +2.7% | -4.4% | -2.1% |
| 30D | +0.3% | +10.0% | -9.6% | -1.3% |
| 3M | +9.4% | +5.0% | +4.4% | +8.3% |
| 6M | +14.9% | +3.4% | +11.5% | +13.5% |
| YTD | +23.8% | -5.5% | +29.3% | +23.9% |
| 1Y | +19.5% | +5.5% | +14.0% | +17.2% |
| 3Y | +21.0% | +139.3% | -118.3% | +2.0% |
| 5Y | -23.9% | +77.2% | -101.1% | -33.4% |
| All | +6.3% | +99.6% | -93.3% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling