+90.8%
FOXA vs PTC
+55.8%
+35.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.7% | -1.9% |
| 7D | -4.0% | -10.3% | +6.3% | -1.4% |
| 30D | +12.0% | +1.1% | +10.8% | +11.4% |
| 3M | +0.3% | +1.6% | -1.3% | -0.9% |
| 6M | +12.5% | -13.5% | +25.9% | +15.5% |
| YTD | -9.6% | -19.1% | +9.4% | -5.8% |
| 1Y | +8.6% | -33.9% | +42.5% | +19.0% |
| 3Y | +118.5% | -3.9% | +122.4% | +113.6% |
| 5Y | +88.8% | +6.0% | +82.7% | +76.5% |
| All | +90.8% | +55.8% | +35.1% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling