+74.9%
FOXA vs PENG
+42.1%
+32.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -2.4% |
| 7D | +5.4% | -19.4% | +24.8% | +6.7% |
| 30D | +6.3% | -42.4% | +48.7% | +9.9% |
| 3M | +8.3% | -25.6% | +34.0% | +9.4% |
| 6M | +7.6% | +7.3% | +0.3% | +1.4% |
| YTD | -7.9% | +113.9% | -121.8% | -21.1% |
| 1Y | +2.4% | +93.6% | -91.2% | -11.2% |
| 3Y | +120.3% | +170.2% | -49.9% | +73.1% |
| All | +74.9% | +42.1% | +32.8% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling