+61.8%
PCAR vs FOXA
+118.5%
-56.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -7.7% | +2.3% | -10.1% | -8.3% |
| 3M | +3.7% | -2.8% | +6.6% | +4.0% |
| 6M | +2.3% | +9.6% | -7.3% | -1.5% |
| YTD | +12.8% | -9.9% | +22.7% | +15.6% |
| 1Y | +27.8% | +5.4% | +22.4% | +23.7% |
| 3Y | +61.8% | +115.3% | -53.5% | +28.6% |
| All | +61.8% | +118.5% | -56.7% | +28.6% |
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