+89.5%
FOXA vs PENG
+115.2%
-25.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.9% |
| 7D | -4.0% | +4.5% | -8.5% | -4.4% |
| 30D | +12.0% | -7.1% | +19.1% | +12.6% |
| 3M | +0.3% | -27.3% | +27.5% | +1.4% |
| 6M | +12.5% | +169.6% | -157.1% | -3.8% |
| YTD | -9.6% | +164.6% | -174.3% | -22.8% |
| 1Y | +8.6% | +109.5% | -100.9% | -4.9% |
| 3Y | +118.5% | +98.9% | +19.6% | +81.4% |
| All | +89.5% | +115.2% | -25.7% | +53.6% |
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 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