-16.7%
FXI vs PBF
+83.1%
-99.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.2% |
| 7D | -4.2% | +4.3% | -8.5% | -4.1% |
| 30D | -2.0% | -21.8% | +19.8% | -2.4% |
| 3M | -5.0% | +1.7% | -6.7% | -4.9% |
| 6M | -9.6% | +69.8% | -79.4% | -8.4% |
| YTD | -11.9% | +167.7% | -179.6% | -13.9% |
| 1Y | -16.7% | +89.0% | -105.6% | -15.6% |
| All | -16.7% | +83.1% | -99.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling