+128.7%
PM vs FOXA
+87.1%
+41.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -1.2% | -5.4% | +4.2% | -0.4% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | +4.9% | -6.1% | +11.0% | +5.4% |
| 6M | +9.0% | +8.2% | +0.8% | +7.3% |
| YTD | +17.8% | -11.8% | +29.6% | +19.4% |
| 1Y | +16.8% | +9.9% | +6.9% | +14.0% |
| 3Y | +125.4% | +110.7% | +14.7% | +86.5% |
| 5Y | +128.7% | +86.9% | +41.8% | +90.2% |
| All | +128.7% | +87.1% | +41.6% | +90.2% |
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