+251.9%
PSX vs FOXA
+90.8%
+161.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.7% |
| 7D | +4.5% | -4.0% | +8.5% | +6.3% |
| 30D | +26.6% | +12.0% | +14.6% | +19.8% |
| 3M | +39.3% | +0.3% | +39.0% | +36.8% |
| 6M | +56.8% | +12.5% | +44.3% | +44.8% |
| YTD | +101.8% | -9.6% | +111.5% | +106.3% |
| 1Y | +99.6% | +8.6% | +91.0% | +84.6% |
| 3Y | +140.3% | +118.5% | +21.8% | +55.1% |
| 5Y | +339.3% | +88.8% | +250.6% | +196.9% |
| All | +251.9% | +90.8% | +161.1% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling