-13.5%
FXI vs PCOR
-10.3%
-3.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.7% | +22.7% | -17.1% | +1.6% |
| 30D | +4.6% | +37.5% | -32.9% | -1.5% |
| 3M | -2.8% | +35.2% | -38.0% | -8.5% |
| 6M | -6.1% | +42.2% | -48.3% | -12.9% |
| YTD | -8.0% | +3.6% | -11.6% | -10.3% |
| 1Y | -11.3% | -4.8% | -6.6% | -12.1% |
| 3Y | +42.6% | +48.3% | -5.7% | +24.1% |
| 5Y | -0.1% | -20.1% | +20.0% | -12.7% |
| All | -13.5% | -10.3% | -3.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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