-30.2%
PCG vs FOXA
+97.5%
-127.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | -1.1% | +7.9% | -8.9% | -2.9% |
| 30D | +0.1% | +8.5% | -8.4% | -2.0% |
| 3M | -24.4% | +6.2% | -30.6% | -25.8% |
| 6M | -17.7% | +8.0% | -25.7% | -20.3% |
| YTD | -17.4% | -6.5% | -10.9% | -17.2% |
| 1Y | -19.4% | +3.6% | -22.9% | -21.5% |
| 3Y | -18.6% | +136.0% | -154.6% | -38.8% |
| 5Y | +10.2% | +77.7% | -67.5% | -11.3% |
| All | -30.2% | +97.5% | -127.6% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling