+255.6%
PCAR vs FOXA
+90.8%
+164.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +1.2% |
| 7D | -0.5% | -4.0% | +3.5% | +0.7% |
| 30D | -6.2% | +12.0% | -18.2% | -9.7% |
| 3M | +5.9% | +0.3% | +5.6% | +4.5% |
| 6M | +0.4% | +12.5% | -12.1% | -5.1% |
| YTD | +14.8% | -9.6% | +24.5% | +16.6% |
| 1Y | +30.1% | +8.6% | +21.5% | +23.5% |
| 3Y | +66.7% | +118.5% | -51.9% | +23.0% |
| 5Y | +166.1% | +88.8% | +77.4% | +103.1% |
| All | +255.6% | +90.8% | +164.8% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling