+99.6%
PSX vs FOXA
+9.1%
+90.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | +4.5% | -4.0% | +8.5% | +4.9% |
| 30D | +26.6% | +12.0% | +14.6% | +25.3% |
| 3M | +39.3% | +0.3% | +39.0% | +39.3% |
| 6M | +56.8% | +12.5% | +44.3% | +55.4% |
| YTD | +101.8% | -9.6% | +111.5% | +101.1% |
| 1Y | +99.6% | +8.6% | +91.0% | +99.7% |
| All | +99.6% | +9.1% | +90.5% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling