-15.6%
FXI vs PENG
+132.5%
-148.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.8% | -1.7% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | -0.6% | -37.8% | +37.1% | +1.2% |
| 3M | -4.9% | -14.1% | +9.2% | -4.9% |
| 6M | -8.8% | +13.1% | -21.9% | -14.0% |
| YTD | -10.7% | +151.8% | -162.5% | -25.4% |
| All | -15.6% | +132.5% | -148.1% | -29.2% |
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