+135.3%
PSX vs FOXA
+110.7%
+24.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | +1.8% | -5.4% | +7.3% | +3.5% |
| 30D | +21.6% | +1.1% | +20.5% | +20.9% |
| 3M | +46.5% | -6.1% | +52.6% | +48.6% |
| 6M | +62.0% | +8.2% | +53.8% | +54.9% |
| YTD | +106.3% | -11.8% | +118.1% | +114.2% |
| 1Y | +103.0% | +9.9% | +93.0% | +89.7% |
| All | +135.3% | +110.7% | +24.6% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling