+0.4%
PCAR vs FOXA
+15.0%
-14.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.1% |
| 7D | -0.5% | -4.0% | +3.5% | -0.6% |
| 30D | -6.2% | +12.0% | -18.2% | -5.8% |
| 3M | +5.9% | +0.3% | +5.6% | +6.0% |
| 6M | +0.4% | +12.5% | -12.1% | -0.2% |
| All | +0.4% | +15.0% | -14.6% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling