+90.1%
FOXA vs PSLV
+271.7%
-181.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +2.6% |
| 7D | -3.7% | -4.9% | +1.1% | -3.3% |
| 30D | +5.4% | -1.9% | +7.2% | +5.4% |
| 3M | -3.7% | +4.2% | -7.9% | -4.5% |
| 6M | +12.6% | -27.6% | +40.2% | +16.0% |
| YTD | -10.0% | -11.7% | +1.7% | -11.8% |
| 1Y | +15.0% | +49.3% | -34.3% | +3.0% |
| 3Y | +115.1% | +167.1% | -52.0% | +72.2% |
| 5Y | +93.0% | +151.7% | -58.7% | +54.7% |
| All | +90.1% | +271.7% | -181.6% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling