+14.1%
PCG vs FOXA
+70.7%
-56.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | -1.6% | +5.4% | -7.0% | -2.7% |
| 30D | +1.4% | +6.3% | -4.9% | 0.0% |
| 3M | -23.4% | +8.3% | -31.7% | -24.9% |
| 6M | -19.4% | +7.6% | -27.0% | -21.5% |
| YTD | -18.5% | -7.9% | -10.5% | -17.5% |
| 1Y | -19.5% | +2.4% | -21.9% | -21.1% |
| 3Y | -21.0% | +120.3% | -141.3% | -40.6% |
| All | +14.1% | +70.7% | -56.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling