+221.8%
FXI vs PFG
+513.7%
-291.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.1% |
| 7D | +1.0% | +5.5% | -4.5% | -1.2% |
| 30D | -0.6% | +2.4% | -2.9% | -1.6% |
| 3M | +1.9% | +13.6% | -11.7% | -3.3% |
| 6M | -0.2% | +27.9% | -28.1% | -9.5% |
| YTD | -5.6% | +35.6% | -41.1% | -16.5% |
| 1Y | -4.7% | +48.5% | -53.1% | -18.8% |
| 3Y | +38.0% | +66.9% | -28.8% | +10.7% |
| 5Y | -2.7% | +111.0% | -113.6% | -30.2% |
| 10Y | +19.9% | +244.5% | -224.6% | -35.7% |
| All | +221.8% | +513.7% | -291.9% | +20.9% |
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