+97.5%
FOXA vs PPL
+50.3%
+47.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +7.9% | -1.2% | +9.1% | +8.5% |
| 30D | +8.5% | +4.2% | +4.2% | +6.1% |
| 3M | +6.2% | +1.5% | +4.7% | +5.2% |
| 6M | +8.0% | +1.0% | +7.0% | +6.7% |
| YTD | -6.5% | +4.4% | -10.9% | -9.7% |
| 1Y | +3.6% | +0.8% | +2.8% | +1.7% |
| 3Y | +136.0% | +56.5% | +79.6% | +78.4% |
| 5Y | +77.7% | +47.7% | +30.0% | +36.3% |
| All | +97.5% | +50.3% | +47.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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