+10.1%
FXI vs PENG
+520.3%
-510.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.0% | +24.0% | +3.9% |
| 7D | +6.9% | -36.7% | +43.6% | +12.2% |
| 30D | +3.5% | -42.0% | +45.5% | +9.3% |
| 3M | -3.2% | -33.2% | +30.0% | -0.3% |
| 6M | -3.5% | +2.1% | -5.6% | -9.3% |
| YTD | -8.1% | +90.3% | -98.4% | -21.9% |
| 1Y | -10.5% | +67.7% | -78.2% | -22.7% |
| 3Y | +43.0% | +154.2% | -111.2% | +10.6% |
| 5Y | -0.1% | +28.3% | -28.4% | -18.9% |
| All | +10.1% | +520.3% | -510.2% | -25.8% |
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