+92.4%
FOXA vs PFGC
+145.5%
-53.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.8% | -4.8% | +5.6% | +1.9% |
| 30D | +5.0% | -12.5% | +17.6% | +8.2% |
| 3M | -3.0% | -9.7% | +6.7% | -0.9% |
| 6M | +14.8% | +7.0% | +7.7% | +12.6% |
| YTD | -8.9% | +4.5% | -13.4% | -10.6% |
| 1Y | +13.3% | -11.6% | +24.9% | +15.4% |
| 3Y | +115.4% | +58.5% | +56.9% | +91.3% |
| 5Y | +95.3% | +112.6% | -17.3% | +59.8% |
| All | +92.4% | +145.5% | -53.1% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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