+90.8%
FOXA vs PAAS
+347.2%
-256.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.2% |
| 7D | -4.0% | -2.9% | -1.1% | -3.7% |
| 30D | +12.0% | +6.8% | +5.2% | +11.1% |
| 3M | +0.3% | -2.9% | +3.1% | 0.0% |
| 6M | +12.5% | -16.4% | +28.9% | +13.6% |
| YTD | -9.6% | 0.0% | -9.7% | -10.9% |
| 1Y | +8.6% | +54.3% | -45.7% | +1.4% |
| 3Y | +118.5% | +230.7% | -112.1% | +80.6% |
| 5Y | +88.8% | +111.6% | -22.9% | +61.6% |
| All | +90.8% | +347.2% | -256.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling