+37.3%
PCAR vs FOXA
+123.0%
-85.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +2.9% | +7.9% | -4.9% | +1.2% |
| 30D | -2.1% | +8.5% | -10.6% | -3.9% |
| 3M | -20.4% | +6.2% | -26.5% | -21.5% |
| 6M | -7.0% | +8.0% | -15.0% | -9.6% |
| YTD | -2.6% | -6.5% | +3.9% | -1.0% |
| 1Y | +9.8% | +3.6% | +6.2% | +7.7% |
| 3Y | +37.3% | +136.0% | -98.8% | +7.3% |
| All | +37.3% | +123.0% | -85.8% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling