+24.5%
FXI vs PBF
+258.1%
-233.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | +3.7% | -15.3% | +19.0% | +5.3% |
| 30D | +0.5% | -21.8% | +22.3% | +2.7% |
| 3M | -5.7% | -0.2% | -5.5% | -6.3% |
| 6M | -6.9% | +63.6% | -70.5% | -12.5% |
| YTD | -9.5% | +147.5% | -157.0% | -19.6% |
| 1Y | -14.0% | +69.8% | -83.8% | -20.6% |
| 3Y | +44.5% | +65.3% | -20.7% | +30.2% |
| 5Y | -2.8% | +393.4% | -396.2% | -25.1% |
| 10Y | +20.3% | +240.3% | -220.0% | -15.1% |
| All | +24.5% | +258.1% | -233.5% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling