+13.1%
FXI vs PENG
+762.7%
-749.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.7% |
| 7D | +1.0% | +4.5% | -3.5% | +0.4% |
| 30D | -0.6% | -7.1% | +6.6% | +0.1% |
| 3M | +1.9% | -27.3% | +29.2% | +3.8% |
| 6M | -0.2% | +169.6% | -169.8% | -17.0% |
| YTD | -5.6% | +164.6% | -170.2% | -21.6% |
| 1Y | -4.7% | +109.5% | -114.1% | -18.6% |
| 3Y | +38.0% | +98.9% | -60.9% | +11.3% |
| 5Y | -2.7% | +116.3% | -118.9% | -25.1% |
| All | +13.1% | +762.7% | -749.6% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling