-11.8%
FXI vs PINS
-19.0%
+7.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -1.9% | -9.4% | +7.4% | -0.5% |
| 30D | -0.6% | -10.2% | +9.6% | +0.8% |
| 3M | -4.9% | -19.0% | +14.2% | -2.2% |
| 6M | -8.8% | -7.4% | -1.4% | -8.6% |
| YTD | -10.7% | -25.7% | +15.0% | -8.2% |
| 1Y | -15.2% | -29.7% | +14.5% | -12.1% |
| 3Y | +42.5% | -38.1% | +80.6% | +45.7% |
| 5Y | -7.8% | -57.3% | +49.4% | -6.2% |
| All | -11.8% | -19.0% | +7.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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