+20.7%
FXI vs PAAS
+220.7%
-200.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -1.9% | -5.2% | +3.2% | -1.3% |
| 30D | -0.6% | -13.9% | +13.3% | +1.2% |
| 3M | -4.9% | -23.8% | +18.9% | -1.9% |
| 6M | -8.8% | -36.4% | +27.6% | -4.1% |
| YTD | -10.7% | -23.4% | +12.6% | -9.2% |
| 1Y | -15.2% | +5.6% | -20.9% | -17.6% |
| 3Y | +42.5% | +209.7% | -167.2% | +18.2% |
| 5Y | -7.8% | +55.6% | -63.4% | -19.3% |
| All | +20.7% | +220.7% | -200.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling