+3.0%
PEP vs FOXA
+76.4%
-73.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.6% |
| 30D | +14.0% | +7.9% | +6.1% | +13.3% |
| 3M | +5.4% | +6.7% | -1.3% | +4.8% |
| 6M | -5.1% | +7.5% | -12.7% | -6.2% |
| YTD | +3.1% | -6.9% | +10.0% | +3.3% |
| 1Y | +4.8% | +2.2% | +2.6% | +3.9% |
| 3Y | -4.1% | +131.4% | -135.5% | -14.8% |
| 5Y | +3.0% | +76.2% | -73.3% | -2.9% |
| All | +3.0% | +76.4% | -73.4% | -2.9% |
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