-6.6%
FXI vs PEG
+33.9%
-40.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | -1.7% | -3.6% | -5.0% |
| 3M | +0.3% | -6.8% | +7.1% | +1.5% |
| 6M | -4.6% | -11.4% | +6.8% | -2.6% |
| YTD | -9.1% | -7.2% | -1.9% | -8.1% |
| 1Y | -12.0% | -6.1% | -5.8% | -11.3% |
| 3Y | +38.6% | +31.8% | +6.9% | +29.6% |
| 5Y | -6.6% | +35.6% | -42.2% | -15.5% |
| All | -6.6% | +33.9% | -40.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling