-13.5%
FXI vs PCOR
-10.0%
-3.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.9% | +23.7% | -16.8% | +2.7% |
| 30D | +3.5% | +39.0% | -35.5% | -2.7% |
| 3M | -3.2% | +35.8% | -38.9% | -8.9% |
| 6M | -3.5% | +38.2% | -41.8% | -10.1% |
| YTD | -8.1% | +3.9% | -12.0% | -10.4% |
| 1Y | -10.5% | +5.7% | -16.2% | -13.3% |
| 3Y | +43.0% | +44.8% | -1.7% | +25.1% |
| 5Y | -0.1% | -19.8% | +19.7% | -12.8% |
| All | -13.5% | -10.0% | -3.5% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling