+3.9%
PEP vs FOXA
+89.1%
-85.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.7% | +2.3% | -1.7% | +0.4% |
| 3M | -0.5% | -2.8% | +2.3% | -0.7% |
| 6M | -11.3% | +9.6% | -20.9% | -12.5% |
| YTD | -0.6% | -9.9% | +9.3% | -0.1% |
| 1Y | +1.7% | +5.4% | -3.7% | +0.3% |
| 3Y | -12.5% | +115.3% | -127.7% | -21.6% |
| 5Y | +3.9% | +93.1% | -89.2% | -4.2% |
| All | +3.9% | +89.1% | -85.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling