+61.8%
PCG vs FOXA
+89.1%
-27.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | -15.1% | +2.3% | -17.4% | -15.6% |
| 3M | -9.8% | -2.8% | -7.0% | -9.7% |
| 6M | -18.0% | +9.6% | -27.6% | -20.5% |
| YTD | -7.2% | -9.9% | +2.7% | -5.6% |
| 1Y | +2.9% | +5.4% | -2.5% | -0.3% |
| 3Y | -11.1% | +115.3% | -126.4% | -32.3% |
| 5Y | +61.8% | +93.1% | -31.3% | +27.5% |
| All | +61.8% | +89.1% | -27.3% | +27.5% |
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