-24.9%
PCG vs FOXA
+86.3%
-111.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.7% |
| 7D | +6.5% | -5.4% | +11.9% | +7.9% |
| 30D | -16.7% | +1.1% | -17.9% | -17.0% |
| 3M | -14.2% | -6.1% | -8.1% | -13.4% |
| 6M | -21.5% | +8.2% | -29.7% | -24.0% |
| YTD | -11.2% | -11.8% | +0.6% | -9.5% |
| 1Y | -4.2% | +9.9% | -14.1% | -8.5% |
| 3Y | -14.9% | +110.7% | -125.6% | -33.9% |
| 5Y | +54.2% | +86.9% | -32.7% | +22.2% |
| All | -24.9% | +86.3% | -111.2% | -50.0% |
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 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