+209.9%
FXI vs PBR
+949.1%
-739.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -3.0% |
| 30D | -5.3% | +17.5% | -22.9% | -10.4% |
| 3M | +0.3% | +20.9% | -20.6% | -6.2% |
| 6M | -4.6% | +20.2% | -24.8% | -11.4% |
| YTD | -9.1% | +84.3% | -93.4% | -26.9% |
| 1Y | -12.0% | +77.1% | -89.1% | -28.6% |
| 3Y | +38.6% | +100.8% | -62.2% | +5.3% |
| 5Y | -6.6% | +556.1% | -562.7% | -55.7% |
| 10Y | +15.0% | +676.1% | -661.0% | -60.9% |
| All | +209.9% | +949.1% | -739.2% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling