+2.9%
FOXA vs PTC
+10.2%
-7.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +8.6% | +0.9% | +7.7% | +8.5% |
| 3M | +9.9% | +30.4% | -20.5% | +6.0% |
| 6M | +0.8% | +34.4% | -33.6% | -4.4% |
| YTD | -6.1% | +12.6% | -18.7% | -6.2% |
| All | +2.9% | +10.2% | -7.4% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling