+8.4%
PFE vs FOXA
+98.3%
-89.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.6% |
| 30D | +5.2% | +8.6% | -3.4% | +3.7% |
| 3M | +12.2% | +9.9% | +2.4% | +10.3% |
| 6M | +17.8% | +0.8% | +17.0% | +16.8% |
| YTD | +26.2% | -6.1% | +32.3% | +26.5% |
| 1Y | +23.2% | +3.3% | +19.9% | +21.3% |
| 3Y | +21.3% | +133.5% | -112.2% | +2.6% |
| 5Y | -23.1% | +75.8% | -98.9% | -32.6% |
| All | +8.4% | +98.3% | -89.9% | -15.4% |
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