-19.4%
PCG vs FOXA
+4.1%
-23.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -2.0% | +2.2% |
| 7D | +2.2% | +2.7% | -0.5% | +2.2% |
| 30D | +0.8% | +10.0% | -9.2% | +1.0% |
| 3M | -23.8% | +5.0% | -28.8% | -23.6% |
| 6M | -19.6% | +3.4% | -23.0% | -19.7% |
| YTD | -16.7% | -5.5% | -11.2% | -18.1% |
| 1Y | -19.4% | +5.5% | -24.9% | -20.2% |
| All | -19.4% | +4.1% | -23.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling