-14.2%
FXI vs PCOR
-9.0%
-5.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +4.4% | +22.2% | -17.8% | +0.5% |
| 30D | +1.2% | +36.0% | -34.8% | -4.4% |
| 3M | -4.2% | +34.0% | -38.2% | -9.6% |
| 6M | -6.2% | +43.5% | -49.7% | -13.2% |
| YTD | -8.8% | +5.1% | -13.9% | -11.3% |
| 1Y | -11.6% | -3.9% | -7.7% | -12.5% |
| 3Y | +45.1% | +52.9% | -7.8% | +25.6% |
| 5Y | -1.2% | -18.7% | +17.5% | -13.9% |
| All | -14.2% | -9.0% | -5.2% | -25.5% |
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