+108.6%
FOXA vs PFGC
+61.7%
+46.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -5.4% | -3.7% | -1.7% | -4.4% |
| 30D | +1.1% | -16.0% | +17.1% | +5.9% |
| 3M | -6.1% | -4.1% | -2.0% | -5.2% |
| 6M | +8.2% | +8.7% | -0.5% | +5.4% |
| YTD | -11.8% | +6.4% | -18.1% | -14.3% |
| 1Y | +9.9% | -8.4% | +18.3% | +12.8% |
| All | +108.6% | +61.7% | +46.9% | +68.7% |
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