+202.9%
PWR vs FOXA
+115.1%
+87.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -0.2% | -3.7% | +3.5% | 0.0% |
| 30D | -7.7% | +5.4% | -13.1% | -8.0% |
| 3M | -4.9% | -3.7% | -1.2% | -3.8% |
| 6M | +9.7% | +12.6% | -2.8% | +8.2% |
| YTD | +46.7% | -10.0% | +56.7% | +50.1% |
| 1Y | +58.7% | +15.0% | +43.7% | +54.1% |
| All | +202.9% | +115.1% | +87.8% | +152.7% |
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 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