+42.6%
FXI vs PCOR
+47.4%
-4.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +3.7% | +20.7% | -17.0% | +1.0% |
| 30D | +0.5% | +35.7% | -35.2% | -3.5% |
| 3M | -5.7% | +31.1% | -36.8% | -9.3% |
| 6M | -6.9% | +43.1% | -50.0% | -11.8% |
| YTD | -9.5% | +4.8% | -14.3% | -10.4% |
| 1Y | -14.0% | -3.7% | -10.4% | -13.6% |
| All | +42.6% | +47.4% | -4.7% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling