+44.5%
FXI vs PENG
+191.8%
-147.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +3.7% | -16.1% | +19.8% | +4.6% |
| 30D | +0.5% | -41.5% | +42.0% | +3.9% |
| 3M | -5.7% | -19.1% | +13.4% | -5.5% |
| 6M | -6.9% | +0.9% | -7.8% | -11.1% |
| YTD | -9.5% | +128.2% | -137.7% | -22.3% |
| 1Y | -14.0% | +98.6% | -112.6% | -25.1% |
| 3Y | +44.5% | +188.2% | -143.6% | +9.7% |
| All | +44.5% | +191.8% | -147.2% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling