+1,697.0%
PWR vs FOXA
+90.3%
+1,606.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +4.5% | -0.6% | +5.1% | +4.7% |
| 30D | -4.9% | +2.3% | -7.2% | -5.8% |
| 3M | -7.9% | -2.8% | -5.0% | -8.3% |
| 6M | +18.3% | +9.6% | +8.7% | +12.5% |
| YTD | +51.5% | -9.9% | +61.4% | +53.6% |
| 1Y | +70.3% | +5.4% | +64.9% | +62.2% |
| 3Y | +210.6% | +115.3% | +95.3% | +118.6% |
| 5Y | +456.7% | +93.1% | +363.6% | +300.5% |
| All | +1,697.0% | +90.3% | +1,606.7% | +987.6% |
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