+221.8%
FXI vs PH
+3,226.1%
-3,004.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.0% | -3.1% | +4.1% | +2.6% |
| 30D | -0.6% | -3.2% | +2.7% | +0.7% |
| 3M | +1.9% | +10.6% | -8.7% | -4.2% |
| 6M | -0.2% | -2.1% | +2.0% | -0.7% |
| YTD | -5.6% | +10.2% | -15.8% | -11.9% |
| 1Y | -4.7% | +28.2% | -32.9% | -18.3% |
| 3Y | +38.0% | +134.9% | -96.9% | -19.0% |
| 5Y | -2.7% | +253.6% | -256.3% | -56.5% |
| 10Y | +19.9% | +804.7% | -784.8% | -74.9% |
| All | +221.8% | +3,226.1% | -3,004.4% | -73.6% |
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