+99.6%
FOXA vs PFGC
+190.5%
-90.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.9% |
| 7D | +2.7% | +3.4% | -0.7% | +1.9% |
| 30D | +10.0% | +16.9% | -6.9% | +6.0% |
| 3M | +5.0% | +6.4% | -1.4% | +3.3% |
| 6M | +3.4% | +16.0% | -12.6% | -0.4% |
| YTD | -5.5% | +23.6% | -29.1% | -10.9% |
| 1Y | +5.5% | +16.6% | -11.1% | +0.8% |
| 3Y | +139.3% | +82.3% | +57.0% | +105.5% |
| 5Y | +77.2% | +138.7% | -61.5% | +40.9% |
| All | +99.6% | +190.5% | -90.9% | +55.0% |
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