+90.1%
FOXA vs PTC
+42.2%
+48.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.7% | -14.2% | +10.5% | -0.1% |
| 30D | +5.4% | -14.4% | +19.8% | +9.2% |
| 3M | -3.7% | -4.7% | +1.0% | -3.3% |
| 6M | +12.6% | -19.3% | +31.9% | +17.5% |
| YTD | -10.0% | -26.1% | +16.2% | -4.0% |
| 1Y | +15.0% | -37.1% | +52.1% | +27.5% |
| 3Y | +115.1% | -10.4% | +125.5% | +113.7% |
| 5Y | +93.0% | +2.5% | +90.6% | +82.1% |
| All | +90.1% | +42.2% | +48.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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