+5.4%
FOXA vs PR
+74.4%
-69.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +2.3% | +17.4% | -15.0% | +2.3% |
| 3M | -2.8% | +21.8% | -24.6% | -2.9% |
| 6M | +9.6% | +27.6% | -18.0% | +9.2% |
| YTD | -9.9% | +71.4% | -81.3% | -9.7% |
| 1Y | +5.4% | +78.3% | -72.9% | +3.5% |
| All | +5.4% | +74.4% | -69.0% | +3.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling