+205.2%
PCAR vs FOXA
+99.6%
+105.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.0% |
| 7D | +4.9% | +2.7% | +2.3% | +4.1% |
| 30D | -1.4% | +10.0% | -11.4% | -4.4% |
| 3M | -18.1% | +5.0% | -23.1% | -19.6% |
| 6M | -4.0% | +3.4% | -7.4% | -6.4% |
| YTD | -1.5% | -5.5% | +4.0% | -1.5% |
| 1Y | +13.2% | +5.5% | +7.7% | +8.9% |
| 3Y | +35.8% | +139.3% | -103.5% | -2.8% |
| 5Y | +114.6% | +77.2% | +37.4% | +67.6% |
| All | +205.2% | +99.6% | +105.6% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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