-44.8%
PYPL vs FOXA
+90.3%
-135.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +1.7% | -0.6% | +2.4% | +2.0% |
| 30D | -9.7% | +2.3% | -12.1% | -10.6% |
| 3M | +29.2% | -2.8% | +32.1% | +28.9% |
| 6M | +13.9% | +9.6% | +4.3% | +8.5% |
| YTD | -8.1% | -9.9% | +1.8% | -6.1% |
| 1Y | -21.4% | +5.4% | -26.8% | -24.3% |
| 3Y | -11.8% | +115.3% | -127.1% | -34.2% |
| 5Y | -81.1% | +93.1% | -174.2% | -85.6% |
| All | -44.8% | +90.3% | -135.1% | -62.5% |
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