-4.2%
PCG vs FOXA
+8.1%
-12.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.2% |
| 7D | +6.5% | -5.4% | +11.9% | +6.5% |
| 30D | -16.7% | +1.1% | -17.9% | -16.6% |
| 3M | -14.2% | -6.1% | -8.1% | -14.4% |
| 6M | -21.5% | +8.2% | -29.7% | -21.1% |
| YTD | -11.2% | -11.8% | +0.6% | -10.2% |
| 1Y | -4.2% | +9.9% | -14.1% | -6.0% |
| All | -4.2% | +8.1% | -12.3% | -6.0% |
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 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