+221.8%
FXI vs PAAS
+272.0%
-50.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.0% |
| 7D | +1.0% | -2.9% | +3.9% | +1.5% |
| 30D | -0.6% | +6.8% | -7.4% | -2.0% |
| 3M | +1.9% | -2.9% | +4.8% | +1.7% |
| 6M | -0.2% | -16.4% | +16.3% | +1.8% |
| YTD | -5.6% | 0.0% | -5.6% | -7.6% |
| 1Y | -4.7% | +54.3% | -59.0% | -14.5% |
| 3Y | +38.0% | +230.7% | -192.6% | +4.3% |
| 5Y | -2.7% | +111.6% | -114.3% | -22.3% |
| 10Y | +19.9% | +211.7% | -191.8% | -21.5% |
| All | +221.8% | +272.0% | -50.3% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling