+507.4%
PH vs FOXA
+90.1%
+417.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.6% |
| 7D | -3.1% | -3.7% | +0.6% | -1.4% |
| 30D | -11.8% | +5.4% | -17.1% | -14.2% |
| 3M | +6.9% | -3.7% | +10.6% | +6.7% |
| 6M | -1.3% | +12.6% | -13.8% | -9.9% |
| YTD | +7.0% | -10.0% | +16.9% | +9.2% |
| 1Y | +23.1% | +15.0% | +8.1% | +9.3% |
| 3Y | +135.4% | +115.1% | +20.3% | +45.6% |
| 5Y | +250.3% | +93.0% | +157.3% | +123.6% |
| All | +507.4% | +90.1% | +417.3% | +210.9% |
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 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