+10.1%
FXI vs PENG
+597.2%
-587.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.5% |
| 7D | +5.7% | -19.4% | +25.1% | +7.7% |
| 30D | +4.6% | -42.4% | +47.0% | +10.7% |
| 3M | -2.8% | -25.6% | +22.9% | -1.3% |
| 6M | -6.1% | +7.3% | -13.4% | -12.2% |
| YTD | -8.0% | +113.9% | -121.9% | -23.0% |
| 1Y | -11.3% | +93.6% | -104.9% | -24.9% |
| 3Y | +42.6% | +170.2% | -127.6% | +9.6% |
| 5Y | -0.1% | +44.2% | -44.3% | -20.1% |
| All | +10.1% | +597.2% | -587.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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