+23.7%
FXI vs PFGC
+485.1%
-461.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -4.2% | +3.4% | -7.6% | -4.7% |
| 30D | -1.1% | +16.9% | -18.0% | -3.6% |
| 3M | -4.0% | +6.4% | -10.4% | -5.1% |
| 6M | -11.8% | +16.0% | -27.8% | -14.2% |
| YTD | -11.9% | +23.6% | -35.5% | -15.3% |
| 1Y | -16.1% | +16.6% | -32.7% | -18.7% |
| 3Y | +38.8% | +82.3% | -43.5% | +24.5% |
| 5Y | -9.1% | +138.7% | -147.8% | -22.4% |
| 10Y | +18.4% | +352.8% | -334.4% | -11.1% |
| All | +23.7% | +485.1% | -461.4% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling