+92.4%
FOXA vs PSA
+83.7%
+8.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.4% |
| 30D | +5.0% | -8.4% | +13.4% | +8.1% |
| 3M | -3.0% | -7.8% | +4.8% | -0.4% |
| 6M | +14.8% | +0.8% | +14.0% | +14.1% |
| YTD | -8.9% | +16.5% | -25.4% | -14.0% |
| 1Y | +13.3% | +4.7% | +8.6% | +10.7% |
| 3Y | +115.4% | +21.1% | +94.4% | +95.0% |
| 5Y | +95.3% | +14.2% | +81.1% | +76.0% |
| All | +92.4% | +83.7% | +8.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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