+21.2%
FXI vs PBF
+287.3%
-266.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.5% |
| 7D | -4.2% | +4.3% | -8.5% | -4.6% |
| 30D | -2.0% | -21.8% | +19.8% | +0.2% |
| 3M | -5.0% | +1.7% | -6.7% | -5.7% |
| 6M | -9.6% | +69.8% | -79.4% | -15.4% |
| YTD | -11.9% | +167.7% | -179.6% | -22.4% |
| 1Y | -16.7% | +89.0% | -105.6% | -23.9% |
| 3Y | +40.6% | +78.8% | -38.2% | +25.7% |
| 5Y | -9.1% | +415.4% | -424.5% | -30.2% |
| 10Y | +18.4% | +263.1% | -244.7% | -16.9% |
| All | +21.2% | +287.3% | -266.2% | -21.2% |
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 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