+139.3%
FOXA vs PFGC
+82.6%
+56.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +2.7% | +3.4% | -0.7% | +1.8% |
| 30D | +10.0% | +16.9% | -6.9% | +5.4% |
| 3M | +5.0% | +6.4% | -1.4% | +3.2% |
| 6M | +3.4% | +16.0% | -12.6% | -0.9% |
| YTD | -5.5% | +23.6% | -29.1% | -11.8% |
| 1Y | +5.5% | +16.6% | -11.1% | +0.6% |
| 3Y | +139.3% | +82.3% | +57.0% | +98.4% |
| All | +139.3% | +82.6% | +56.7% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling