+14.7%
FXI vs PEG
+148.0%
-133.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | -2.1% | -3.7% | +1.6% | -1.3% |
| 3M | -0.5% | -7.3% | +6.8% | +1.2% |
| 6M | -4.5% | -10.5% | +5.9% | -2.3% |
| YTD | -9.2% | -7.5% | -1.7% | -7.9% |
| 1Y | -13.8% | -8.7% | -5.1% | -12.3% |
| 3Y | +36.6% | +31.4% | +5.2% | +25.7% |
| 5Y | -6.7% | +37.8% | -44.5% | -16.1% |
| All | +14.7% | +148.0% | -133.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling