+168.2%
PCAR vs FOXA
+89.1%
+79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | -7.7% | +2.3% | -10.1% | -8.4% |
| 3M | +3.7% | -2.8% | +6.6% | +3.7% |
| 6M | +2.3% | +9.6% | -7.3% | -2.1% |
| YTD | +12.8% | -9.9% | +22.7% | +15.1% |
| 1Y | +27.8% | +5.4% | +22.4% | +23.0% |
| 3Y | +61.8% | +115.3% | -53.5% | +21.3% |
| 5Y | +168.2% | +93.1% | +75.1% | +107.2% |
| All | +168.2% | +89.1% | +79.1% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling