-6.6%
FXI vs PH
+251.4%
-258.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -10.3% | +5.0% | -2.5% |
| 3M | +0.3% | +5.1% | -4.7% | -1.6% |
| 6M | -4.6% | +2.3% | -6.9% | -6.0% |
| YTD | -9.1% | +8.7% | -17.8% | -12.2% |
| 1Y | -12.0% | +26.8% | -38.7% | -19.0% |
| 3Y | +38.6% | +139.2% | -100.5% | +0.5% |
| 5Y | -6.6% | +251.1% | -257.7% | -42.0% |
| All | -6.6% | +251.4% | -258.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling