+92.4%
FOXA vs PFG
+204.2%
-111.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.7% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +5.0% | +2.9% | +2.2% | +3.6% |
| 3M | -3.0% | +6.7% | -9.7% | -6.1% |
| 6M | +14.8% | +33.8% | -19.0% | +0.1% |
| YTD | -8.9% | +35.0% | -43.9% | -20.9% |
| 1Y | +13.3% | +46.4% | -33.1% | -5.3% |
| 3Y | +115.4% | +71.6% | +43.8% | +65.5% |
| 5Y | +95.3% | +113.7% | -18.4% | +32.6% |
| All | +92.4% | +204.2% | -111.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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