+93.1%
FOXA vs PSLV
+154.2%
-61.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | -3.5% | +4.3% | +1.0% |
| 30D | +5.0% | -2.1% | +7.2% | +5.1% |
| 3M | -3.0% | -1.6% | -1.4% | -3.1% |
| 6M | +14.8% | -25.5% | +40.3% | +16.8% |
| YTD | -8.9% | -11.4% | +2.5% | -10.5% |
| 1Y | +13.3% | +48.6% | -35.3% | +4.5% |
| 3Y | +115.4% | +166.9% | -51.5% | +83.3% |
| All | +93.1% | +154.2% | -61.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling