-6.6%
FXI vs PFG
+109.8%
-116.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -2.8% | +3.2% | -6.0% | -3.9% |
| 30D | -5.3% | +0.9% | -6.3% | -5.8% |
| 3M | +0.3% | +7.7% | -7.4% | -2.5% |
| 6M | -4.6% | +29.0% | -33.5% | -13.1% |
| YTD | -9.1% | +32.5% | -41.6% | -18.2% |
| 1Y | -12.0% | +47.3% | -59.3% | -23.9% |
| 3Y | +38.6% | +68.2% | -29.6% | +11.6% |
| 5Y | -6.6% | +108.5% | -115.1% | -34.1% |
| All | -6.6% | +109.8% | -116.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling