+200.3%
FXI vs PFG
+497.2%
-297.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -4.2% | +2.4% | -6.6% | -5.1% |
| 30D | -1.1% | +5.9% | -7.0% | -3.4% |
| 3M | -4.0% | -0.4% | -3.5% | -4.2% |
| 6M | -11.8% | +14.8% | -26.7% | -16.9% |
| YTD | -11.9% | +31.9% | -43.8% | -21.5% |
| 1Y | -16.1% | +38.8% | -54.9% | -26.7% |
| 3Y | +38.8% | +82.4% | -43.6% | +7.5% |
| 5Y | -9.1% | +94.7% | -103.8% | -32.8% |
| 10Y | +18.4% | +187.0% | -168.6% | -31.8% |
| All | +200.3% | +497.2% | -297.0% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling