+116.4%
PCAR vs FOXA
+77.4%
+39.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +2.9% | +7.9% | -4.9% | +0.8% |
| 30D | -2.1% | +8.5% | -10.6% | -4.3% |
| 3M | -20.4% | +6.2% | -26.5% | -21.8% |
| 6M | -7.0% | +8.0% | -15.0% | -10.3% |
| YTD | -2.6% | -6.5% | +3.9% | -1.7% |
| 1Y | +9.8% | +3.6% | +6.2% | +6.9% |
| 3Y | +37.3% | +136.0% | -98.8% | -0.2% |
| 5Y | +116.4% | +77.7% | +38.7% | +77.2% |
| All | +116.4% | +77.4% | +39.0% | +77.2% |
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