+8.6%
FOXA vs PR
+76.5%
-67.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.4% |
| 7D | -4.0% | +2.9% | -6.9% | -3.9% |
| 30D | +12.0% | +18.0% | -6.1% | +12.0% |
| 3M | +0.3% | +16.9% | -16.6% | +0.3% |
| 6M | +12.5% | +28.2% | -15.7% | +12.2% |
| YTD | -9.6% | +69.3% | -79.0% | -9.0% |
| 1Y | +8.6% | +69.5% | -60.9% | +5.5% |
| All | +8.6% | +76.5% | -67.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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