+49.2%
PEP vs FOXA
+90.8%
-41.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.1% |
| 7D | -1.4% | -4.0% | +2.6% | -0.8% |
| 30D | +0.2% | +12.0% | -11.7% | -1.6% |
| 3M | -1.1% | +0.3% | -1.4% | -1.7% |
| 6M | -13.5% | +12.5% | -26.0% | -15.9% |
| YTD | -1.2% | -9.6% | +8.4% | -0.4% |
| 1Y | -1.6% | +8.6% | -10.1% | -4.3% |
| 3Y | -12.5% | +118.5% | -131.1% | -26.6% |
| 5Y | +3.0% | +88.8% | -85.7% | -12.1% |
| All | +49.2% | +90.8% | -41.6% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling