-4.7%
FXI vs PFG
+51.4%
-56.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.8% |
| 7D | +1.0% | +5.5% | -4.5% | 0.0% |
| 30D | -0.6% | +2.4% | -2.9% | -1.0% |
| 3M | +1.9% | +13.6% | -11.7% | -1.1% |
| 6M | -0.2% | +27.9% | -28.1% | -6.1% |
| YTD | -5.6% | +35.6% | -41.1% | -12.5% |
| 1Y | -4.7% | +48.5% | -53.1% | -12.1% |
| All | -4.7% | +51.4% | -56.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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