+90.3%
FOXA vs PENG
+332.0%
-241.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -0.6% | +7.8% | -8.4% | -1.6% |
| 30D | +2.3% | -12.2% | +14.5% | +3.8% |
| 3M | -2.8% | -20.6% | +17.8% | -2.3% |
| 6M | +9.6% | +180.9% | -171.3% | -11.2% |
| YTD | -9.9% | +162.3% | -172.2% | -26.5% |
| 1Y | +5.4% | +107.3% | -101.9% | -11.4% |
| 3Y | +115.3% | +110.8% | +4.5% | +66.4% |
| 5Y | +93.1% | +117.8% | -24.8% | +41.2% |
| All | +90.3% | +332.0% | -241.7% | +11.0% |
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