+97.5%
FOXA vs PENG
+284.8%
-187.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +0.5% |
| 7D | +7.9% | -3.8% | +11.6% | +7.7% |
| 30D | +8.5% | -40.1% | +48.5% | +13.9% |
| 3M | +6.2% | -21.8% | +28.0% | +7.2% |
| 6M | +8.0% | +3.3% | +4.7% | +1.1% |
| YTD | -6.5% | +133.6% | -140.1% | -24.2% |
| 1Y | +3.6% | +110.7% | -107.1% | -14.8% |
| 3Y | +136.0% | +204.3% | -68.2% | +71.4% |
| 5Y | +77.7% | +54.4% | +23.4% | +36.4% |
| All | +97.5% | +284.8% | -187.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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