+200.3%
FXI vs PEG
+693.0%
-492.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | -4.2% | +2.3% | -6.5% | -5.4% |
| 30D | -2.0% | +6.1% | -8.2% | -5.2% |
| 3M | -5.0% | -0.5% | -4.5% | -5.1% |
| 6M | -9.6% | -3.2% | -6.5% | -8.8% |
| YTD | -11.9% | -4.4% | -7.5% | -10.8% |
| 1Y | -16.7% | -7.4% | -9.3% | -14.3% |
| 3Y | +40.6% | +33.9% | +6.7% | +14.7% |
| 5Y | -9.1% | +42.3% | -51.4% | -30.6% |
| 10Y | +18.4% | +166.4% | -147.9% | -46.1% |
| All | +200.3% | +693.0% | -492.8% | -20.0% |
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