+5.4%
FOXA vs PPL
+0.8%
+4.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.8% | -2.4% | -0.6% |
| 30D | +2.3% | -1.1% | +3.4% | +2.3% |
| 3M | -2.8% | 0.0% | -2.9% | -2.9% |
| 6M | +9.6% | -7.6% | +17.2% | +10.0% |
| YTD | -9.9% | +1.7% | -11.6% | -10.2% |
| 1Y | +5.4% | +1.5% | +3.9% | +5.3% |
| All | +5.4% | +0.8% | +4.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling