+209.4%
PCAR vs FOXA
+98.3%
+111.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +2.2% | -2.4% | +4.6% | +3.0% |
| 30D | +0.3% | +8.6% | -8.3% | -2.3% |
| 3M | -17.9% | +9.9% | -27.8% | -20.5% |
| 6M | -3.4% | +0.8% | -4.2% | -5.0% |
| YTD | -0.1% | -6.1% | +6.0% | +0.1% |
| 1Y | +13.4% | +3.3% | +10.1% | +10.0% |
| 3Y | +37.2% | +133.5% | -96.3% | -0.9% |
| 5Y | +117.3% | +75.8% | +41.5% | +70.2% |
| All | +209.4% | +98.3% | +111.1% | +103.0% |
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