+14.7%
FXI vs PBR
+697.0%
-682.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.9% | +5.4% | -9.2% | -4.9% |
| 30D | -2.1% | +22.9% | -25.0% | -6.0% |
| 3M | -0.5% | +19.6% | -20.1% | -4.1% |
| 6M | -4.5% | +16.5% | -21.0% | -8.0% |
| YTD | -9.2% | +86.7% | -95.9% | -20.4% |
| 1Y | -13.8% | +74.7% | -88.5% | -23.5% |
| 3Y | +36.6% | +102.6% | -66.0% | +16.3% |
| 5Y | -6.7% | +566.6% | -573.3% | -39.0% |
| All | +14.7% | +697.0% | -682.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling