+258.0%
PSX vs FOXA
+92.4%
+165.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | +15.6% | +5.0% | +10.6% | +12.8% |
| 3M | +46.5% | -3.0% | +49.5% | +46.2% |
| 6M | +55.0% | +14.8% | +40.2% | +41.8% |
| YTD | +105.3% | -8.9% | +114.2% | +109.0% |
| 1Y | +101.6% | +13.3% | +88.3% | +82.9% |
| 3Y | +134.1% | +115.4% | +18.7% | +52.2% |
| 5Y | +368.7% | +95.3% | +273.4% | +211.0% |
| All | +258.0% | +92.4% | +165.6% | +97.2% |
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 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