+19.2%
FXI vs PBF
+260.7%
-241.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -4.2% | +6.5% | -10.7% | -4.8% |
| 30D | -1.1% | -20.0% | +18.9% | +0.7% |
| 3M | -4.0% | -3.3% | -0.6% | -4.2% |
| 6M | -11.8% | +76.8% | -88.6% | -17.5% |
| YTD | -11.9% | +168.9% | -180.8% | -22.0% |
| 1Y | -16.1% | +96.4% | -112.5% | -23.4% |
| 3Y | +38.8% | +77.2% | -38.4% | +24.7% |
| 5Y | -9.1% | +417.7% | -426.8% | -29.4% |
| All | +19.2% | +260.7% | -241.6% | -11.4% |
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