+87.6%
FOXA vs PCOR
-33.1%
+120.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | -0.6% | -6.9% | +6.3% | +0.5% |
| 30D | +2.3% | -1.5% | +3.9% | +2.3% |
| 3M | -2.8% | +18.5% | -21.3% | -6.0% |
| 6M | +9.6% | -4.7% | +14.3% | +8.9% |
| YTD | -9.9% | -22.8% | +12.9% | -7.7% |
| 1Y | +5.4% | -20.7% | +26.1% | +7.2% |
| 3Y | +115.3% | -14.6% | +129.8% | +111.2% |
| 5Y | +93.1% | -40.7% | +133.8% | +83.6% |
| All | +87.6% | -33.1% | +120.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling