-11.2%
FXI vs PCOR
-30.9%
+19.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.3% |
| 7D | +1.0% | -9.0% | +10.0% | +2.7% |
| 30D | -0.6% | +4.2% | -4.7% | -1.5% |
| 3M | +1.9% | +14.4% | -12.5% | -1.1% |
| 6M | -0.2% | +0.2% | -0.3% | -1.6% |
| YTD | -5.6% | -20.3% | +14.7% | -3.2% |
| 1Y | -4.7% | -16.1% | +11.5% | -3.6% |
| 3Y | +38.0% | -14.7% | +52.7% | +34.2% |
| 5Y | -2.7% | -43.2% | +40.5% | -10.8% |
| All | -11.2% | -30.9% | +19.8% | -18.7% |
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