+90.3%
FOXA vs PSA
+86.9%
+3.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +2.3% | -8.2% | +10.5% | +5.2% |
| 3M | -2.8% | -2.1% | -0.7% | -2.2% |
| 6M | +9.6% | -0.2% | +9.8% | +9.3% |
| YTD | -9.9% | +18.5% | -28.4% | -15.4% |
| 1Y | +5.4% | +6.6% | -1.2% | +2.3% |
| 3Y | +115.3% | +24.5% | +90.8% | +92.9% |
| 5Y | +93.1% | +13.6% | +79.5% | +74.8% |
| All | +90.3% | +86.9% | +3.4% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling