+48.2%
PEP vs FOXA
+86.3%
-38.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | -1.7% | -5.4% | +3.7% | -0.8% |
| 30D | +0.3% | +1.1% | -0.8% | +0.1% |
| 3M | -3.2% | -6.1% | +2.9% | -2.8% |
| 6M | -13.6% | +8.2% | -21.8% | -15.4% |
| YTD | -1.9% | -11.8% | +9.9% | -0.7% |
| 1Y | -0.6% | +9.9% | -10.5% | -3.6% |
| 3Y | -13.6% | +110.7% | -124.3% | -27.0% |
| 5Y | +3.2% | +86.9% | -83.7% | -11.9% |
| All | +48.2% | +86.3% | -38.1% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling