+40.6%
FXI vs PCOR
+49.8%
-9.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -1.9% | +2.5% | -4.5% | -2.3% |
| 30D | -0.6% | +37.9% | -38.5% | -4.8% |
| 3M | -4.9% | +32.0% | -36.9% | -8.6% |
| 6M | -8.8% | +54.7% | -63.5% | -14.5% |
| YTD | -10.7% | +6.6% | -17.3% | -11.9% |
| 1Y | -15.2% | -1.7% | -13.6% | -15.1% |
| All | +40.6% | +49.8% | -9.2% | +27.0% |
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