+139.3%
FOXA vs PTC
+29.1%
+110.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +10.0% | +1.2% | +8.8% | +9.8% |
| 3M | +5.0% | +27.4% | -22.4% | 0.0% |
| 6M | +3.4% | +39.2% | -35.8% | -4.2% |
| YTD | -5.5% | +12.5% | -18.0% | -7.8% |
| 1Y | +5.5% | +12.3% | -6.7% | +2.9% |
| 3Y | +139.3% | +28.8% | +110.5% | +99.1% |
| All | +139.3% | +29.1% | +110.2% | +99.1% |
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