-7.8%
FXI vs PENG
+68.7%
-76.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.8% | -2.5% |
| 7D | -1.9% | +1.9% | -3.8% | -2.7% |
| 30D | -0.6% | -37.8% | +37.1% | +3.6% |
| 3M | -4.9% | -14.1% | +9.2% | -5.1% |
| 6M | -8.8% | +13.1% | -21.9% | -14.9% |
| YTD | -10.7% | +151.8% | -162.5% | -26.8% |
| 1Y | -15.2% | +136.0% | -151.2% | -30.0% |
| 3Y | +42.5% | +217.9% | -175.5% | +5.8% |
| 5Y | -7.8% | +64.1% | -71.9% | -30.5% |
| All | -7.8% | +68.7% | -76.5% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling