+14.2%
FXI vs PBF
+367.4%
-353.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.8% | +2.3% | -5.1% | -3.0% |
| 30D | -3.7% | +11.6% | -15.2% | -4.8% |
| 3M | -0.4% | +81.7% | -82.1% | -6.4% |
| 6M | -5.4% | +96.4% | -101.9% | -12.4% |
| YTD | -9.6% | +189.5% | -199.1% | -20.0% |
| 1Y | -11.9% | +180.7% | -192.7% | -22.2% |
| 3Y | +37.8% | +56.6% | -18.8% | +26.0% |
| 5Y | -7.0% | +802.0% | -809.0% | -31.6% |
| All | +14.2% | +367.4% | -353.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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