+108.6%
FOXA vs PFG
+67.4%
+41.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -5.4% | +3.2% | -8.6% | -6.9% |
| 30D | +1.1% | +0.9% | +0.2% | +0.6% |
| 3M | -6.1% | +7.7% | -13.8% | -9.6% |
| 6M | +8.2% | +29.0% | -20.7% | -4.7% |
| YTD | -11.8% | +32.5% | -44.3% | -23.4% |
| 1Y | +9.9% | +47.3% | -37.4% | -9.6% |
| All | +108.6% | +67.4% | +41.2% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling