-6.5%
FXI vs PBR
+552.2%
-558.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -3.9% | +5.4% | -9.2% | -4.7% |
| 30D | -2.1% | +22.9% | -25.0% | -5.5% |
| 3M | -0.5% | +19.6% | -20.1% | -3.7% |
| 6M | -4.5% | +16.5% | -21.0% | -7.7% |
| YTD | -9.2% | +86.7% | -95.9% | -19.6% |
| 1Y | -13.8% | +74.7% | -88.5% | -22.9% |
| 3Y | +36.6% | +102.6% | -66.0% | +18.1% |
| All | -6.5% | +552.2% | -558.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling