+29.8%
FXI vs PBF
+303.9%
-274.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +1.0% | +4.3% | -3.3% | +0.6% |
| 30D | -0.6% | +22.0% | -22.5% | -2.7% |
| 3M | +1.9% | +74.5% | -72.6% | -4.2% |
| 6M | -0.2% | +67.7% | -67.8% | -6.6% |
| YTD | -5.6% | +179.2% | -184.8% | -16.8% |
| 1Y | -4.7% | +170.0% | -174.7% | -16.1% |
| 3Y | +38.0% | +66.4% | -28.4% | +24.7% |
| 5Y | -2.7% | +764.5% | -767.2% | -29.6% |
| 10Y | +19.9% | +358.5% | -338.6% | -18.4% |
| All | +29.8% | +303.9% | -274.0% | -15.5% |
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