+14.2%
FXI vs PH
+804.8%
-790.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.8% | -3.1% | +0.3% | -1.8% |
| 30D | -3.7% | -11.8% | +8.1% | +0.2% |
| 3M | -0.4% | +6.9% | -7.3% | -3.0% |
| 6M | -5.4% | -1.3% | -4.1% | -5.8% |
| YTD | -9.6% | +7.0% | -16.6% | -12.5% |
| 1Y | -11.9% | +23.1% | -35.0% | -18.8% |
| 3Y | +37.8% | +135.4% | -97.5% | -0.8% |
| 5Y | -7.0% | +250.3% | -257.4% | -43.0% |
| All | +14.2% | +804.8% | -790.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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