-4.9%
FXI vs PCOR
-43.0%
+38.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.3% |
| 7D | +1.0% | -9.0% | +10.0% | +2.8% |
| 30D | -0.6% | +4.2% | -4.7% | -1.6% |
| 3M | +1.9% | +14.4% | -12.5% | -1.3% |
| 6M | -0.2% | +0.2% | -0.3% | -1.7% |
| YTD | -5.6% | -20.3% | +14.7% | -3.0% |
| 1Y | -4.7% | -16.1% | +11.5% | -3.5% |
| 3Y | +38.0% | -14.7% | +52.7% | +33.8% |
| All | -4.9% | -43.0% | +38.1% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling