+14.2%
FXI vs PFGC
+294.6%
-280.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -2.8% | -4.8% | +2.0% | -2.1% |
| 30D | -3.7% | -17.2% | +13.5% | -0.9% |
| 3M | -0.4% | -6.3% | +5.9% | +0.4% |
| 6M | -5.4% | +8.8% | -14.3% | -6.9% |
| YTD | -9.6% | +4.9% | -14.5% | -10.8% |
| 1Y | -11.9% | -9.5% | -2.4% | -11.1% |
| 3Y | +37.8% | +59.6% | -21.7% | +26.5% |
| 5Y | -7.0% | +113.5% | -120.6% | -19.0% |
| All | +14.2% | +294.6% | -280.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling