+94.4%
FOXA vs PR
+190.0%
-95.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | +5.4% | -16.4% | +21.8% | +6.9% |
| 30D | +6.3% | -1.9% | +8.2% | +6.3% |
| 3M | +8.3% | +8.0% | +0.4% | +7.4% |
| 6M | +7.6% | +4.1% | +3.5% | +6.8% |
| YTD | -7.9% | +58.7% | -66.6% | -11.9% |
| 1Y | +2.4% | +75.8% | -73.5% | -3.0% |
| 3Y | +120.3% | +73.2% | +47.2% | +107.5% |
| 5Y | +71.0% | +230.1% | -159.1% | +50.6% |
| All | +94.4% | +190.0% | -95.6% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling