+92.4%
FOXA vs PNC
+147.9%
-55.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +0.9% |
| 7D | +0.8% | -0.6% | +1.3% | +1.1% |
| 30D | +5.0% | -4.4% | +9.4% | +7.4% |
| 3M | -3.0% | +5.2% | -8.3% | -5.4% |
| 6M | +14.8% | +20.6% | -5.9% | +4.4% |
| YTD | -8.9% | +19.8% | -28.7% | -17.2% |
| 1Y | +13.3% | +24.4% | -11.1% | +0.9% |
| 3Y | +115.4% | +131.2% | -15.8% | +38.7% |
| 5Y | +95.3% | +53.1% | +42.2% | +50.9% |
| All | +92.4% | +147.9% | -55.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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