+115.3%
FOXA vs PTC
-8.0%
+123.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.0% |
| 7D | -0.6% | -12.8% | +12.2% | +2.5% |
| 30D | +2.3% | -9.8% | +12.1% | +4.4% |
| 3M | -2.8% | -2.1% | -0.8% | -3.3% |
| 6M | +9.6% | -18.1% | +27.7% | +14.0% |
| YTD | -9.9% | -23.5% | +13.6% | -4.7% |
| 1Y | +5.4% | -37.4% | +42.7% | +17.4% |
| 3Y | +115.3% | -7.2% | +122.5% | +98.4% |
| All | +115.3% | -8.0% | +123.3% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling