+48.1%
PEP vs FOXA
+90.1%
-42.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -1.4% | -3.7% | +2.4% | -0.8% |
| 30D | -0.2% | +5.4% | -5.6% | -1.1% |
| 3M | -4.3% | -3.7% | -0.6% | -4.3% |
| 6M | -13.2% | +12.6% | -25.8% | -15.6% |
| YTD | -1.9% | -10.0% | +8.1% | -1.1% |
| 1Y | -0.3% | +15.0% | -15.4% | -4.1% |
| 3Y | -13.6% | +115.1% | -128.7% | -27.3% |
| 5Y | +3.4% | +93.0% | -89.7% | -12.3% |
| All | +48.1% | +90.1% | -42.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FOXA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling