+221.8%
FXI vs PEG
+674.3%
-452.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | -0.6% | -2.4% | +1.9% | +0.6% |
| 3M | +1.9% | -4.8% | +6.7% | +4.1% |
| 6M | -0.2% | -10.7% | +10.5% | +5.3% |
| YTD | -5.6% | -6.7% | +1.1% | -2.9% |
| 1Y | -4.7% | -6.8% | +2.2% | -2.3% |
| 3Y | +38.0% | +34.5% | +3.5% | +12.3% |
| 5Y | -2.7% | +35.8% | -38.4% | -23.8% |
| 10Y | +19.9% | +141.7% | -121.8% | -41.7% |
| All | +221.8% | +674.3% | -452.5% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling