+73.0%
PG vs FOXA
+90.1%
-17.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | 0.0% |
| 7D | -2.7% | -3.7% | +1.0% | -2.2% |
| 30D | -1.5% | +5.4% | -6.9% | -2.2% |
| 3M | -3.4% | -3.7% | +0.4% | -3.3% |
| 6M | -7.0% | +12.6% | -19.5% | -9.0% |
| YTD | +2.0% | -10.0% | +11.9% | +2.8% |
| 1Y | -6.5% | +15.0% | -21.5% | -9.2% |
| 3Y | +1.2% | +115.1% | -113.9% | -11.6% |
| 5Y | +12.8% | +93.0% | -80.2% | -0.9% |
| All | +73.0% | +90.1% | -17.1% | +41.1% |
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