+90.1%
FOXA vs PNC
+146.7%
-56.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | +5.4% | -4.4% | +9.8% | +7.7% |
| 3M | -3.7% | +5.3% | -9.0% | -6.1% |
| 6M | +12.6% | +19.6% | -7.0% | +2.8% |
| YTD | -10.0% | +19.1% | -29.1% | -17.9% |
| 1Y | +15.0% | +24.3% | -9.3% | +2.5% |
| 3Y | +115.1% | +132.2% | -17.1% | +38.2% |
| 5Y | +93.0% | +52.3% | +40.7% | +49.6% |
| All | +90.1% | +146.7% | -56.5% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling