+115.4%
FOXA vs PNR
-14.5%
+129.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | -6.0% | +6.8% | +2.3% |
| 30D | +5.0% | -14.0% | +19.0% | +8.7% |
| 3M | -3.0% | -21.7% | +18.7% | +1.9% |
| 6M | +14.8% | -37.3% | +52.0% | +28.2% |
| YTD | -8.9% | -45.1% | +36.2% | +6.0% |
| 1Y | +13.3% | -49.1% | +62.5% | +35.2% |
| 3Y | +115.4% | -14.8% | +130.2% | +109.0% |
| All | +115.4% | -14.5% | +129.9% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling