+90.8%
FOXA vs PFGC
+157.7%
-66.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -4.0% | -2.2% | -1.8% | -3.5% |
| 30D | +12.0% | -11.9% | +23.9% | +15.1% |
| 3M | +0.3% | +5.0% | -4.7% | -0.9% |
| 6M | +12.5% | +8.6% | +3.9% | +10.0% |
| YTD | -9.6% | +9.7% | -19.3% | -12.2% |
| 1Y | +8.6% | -6.3% | +14.9% | +9.2% |
| 3Y | +118.5% | +58.2% | +60.3% | +94.0% |
| 5Y | +88.8% | +110.4% | -21.7% | +54.6% |
| All | +90.8% | +157.7% | -66.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling