+38.6%
FXI vs PEG
+33.9%
+4.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -3.2% | -1.9% | -1.4% | -2.9% |
| 3M | +1.7% | -3.7% | +5.4% | +2.2% |
| 6M | -1.6% | -9.4% | +7.9% | +0.2% |
| YTD | -7.9% | -6.0% | -1.9% | -7.0% |
| 1Y | -9.6% | -4.4% | -5.3% | -9.2% |
| All | +38.6% | +33.9% | +4.7% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling