-1.2%
FXI vs PCOR
-19.6%
+18.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.7% | +22.7% | -17.1% | +1.4% |
| 30D | +4.6% | +37.5% | -32.9% | -1.9% |
| 3M | -2.8% | +35.2% | -38.0% | -8.8% |
| 6M | -6.1% | +42.2% | -48.3% | -13.4% |
| YTD | -8.0% | +3.6% | -11.6% | -10.4% |
| 1Y | -11.3% | -4.8% | -6.6% | -12.0% |
| 3Y | +42.6% | +48.3% | -5.7% | +22.1% |
| All | -1.2% | -19.6% | +18.5% | -12.4% |
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