-24.3%
PCG vs FOXA
+90.8%
-115.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.3% |
| 7D | -13.9% | -4.0% | -9.9% | -13.0% |
| 30D | -16.9% | +12.0% | -28.8% | -19.3% |
| 3M | -14.7% | +0.3% | -15.0% | -15.4% |
| 6M | -23.8% | +12.5% | -36.3% | -27.0% |
| YTD | -10.5% | -9.6% | -0.9% | -9.3% |
| 1Y | -5.1% | +8.6% | -13.7% | -9.1% |
| 3Y | -11.6% | +118.5% | -130.1% | -32.1% |
| 5Y | +59.0% | +88.8% | -29.7% | +25.8% |
| All | -24.3% | +90.8% | -115.1% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling