+120.3%
FOXA vs PCOR
+43.8%
+76.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | +5.4% | +22.7% | -17.4% | +1.3% |
| 30D | +6.3% | +37.5% | -31.2% | 0.0% |
| 3M | +8.3% | +35.2% | -26.9% | +1.9% |
| 6M | +7.6% | +42.2% | -34.6% | -0.6% |
| YTD | -7.9% | +3.6% | -11.5% | -10.6% |
| 1Y | +2.4% | -4.8% | +7.1% | +1.0% |
| 3Y | +120.3% | +48.3% | +72.0% | +86.9% |
| All | +120.3% | +43.8% | +76.6% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling