+210.8%
FXI vs PH
+3,205.4%
-2,994.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.1% | -3.0% |
| 7D | +4.4% | +3.0% | +1.3% | +2.5% |
| 30D | +1.2% | -0.6% | +1.8% | +1.0% |
| 3M | -4.2% | -10.7% | +6.6% | +0.8% |
| 6M | -6.2% | +9.1% | -15.3% | -11.9% |
| YTD | -8.8% | +9.5% | -18.3% | -15.2% |
| 1Y | -11.6% | +14.0% | -25.7% | -19.7% |
| 3Y | +45.1% | +138.9% | -93.7% | -15.8% |
| 5Y | -1.2% | +209.1% | -210.3% | -52.3% |
| 10Y | +20.1% | +737.3% | -717.2% | -73.6% |
| All | +210.8% | +3,205.4% | -2,994.6% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling