-6.2%
FXI vs PBF
+735.5%
-741.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.7% | -2.7% |
| 7D | -1.0% | +2.4% | -3.3% | -1.1% |
| 30D | -3.2% | +24.9% | -28.1% | -4.9% |
| 3M | +1.7% | +81.9% | -80.2% | -3.2% |
| 6M | -1.6% | +79.4% | -80.9% | -6.8% |
| YTD | -7.9% | +188.3% | -196.2% | -16.9% |
| 1Y | -9.6% | +177.3% | -186.9% | -18.5% |
| 3Y | +40.5% | +56.0% | -15.5% | +28.9% |
| 5Y | -6.2% | +804.0% | -810.3% | -26.1% |
| All | -6.2% | +735.5% | -741.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling