+90.1%
FOXA vs PPG
+10.4%
+79.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.0% | +3.0% |
| 7D | -3.7% | -5.1% | +1.4% | -1.5% |
| 30D | +5.4% | -9.6% | +14.9% | +10.2% |
| 3M | -3.7% | -6.4% | +2.7% | -1.6% |
| 6M | +12.6% | +0.5% | +12.1% | +10.2% |
| YTD | -10.0% | +4.4% | -14.4% | -14.4% |
| 1Y | +15.0% | -0.9% | +15.9% | +11.9% |
| 3Y | +115.1% | -17.0% | +132.1% | +124.4% |
| 5Y | +93.0% | -23.7% | +116.7% | +105.0% |
| All | +90.1% | +10.4% | +79.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling