-16.1%
FXI vs PENG
+130.4%
-146.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.2% |
| 7D | -4.2% | +13.2% | -17.4% | -4.6% |
| 30D | -1.1% | -29.9% | +28.8% | +0.1% |
| 3M | -4.0% | -22.2% | +18.3% | -3.5% |
| 6M | -11.8% | -1.9% | -10.0% | -15.8% |
| YTD | -11.9% | +142.1% | -154.0% | -26.8% |
| 1Y | -16.1% | +151.5% | -167.6% | -30.4% |
| All | -16.1% | +130.4% | -146.5% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling