+44.0%
FXI vs PINS
-27.4%
+71.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +1.0% | -12.0% | +13.1% | +2.4% |
| 30D | -0.6% | -12.7% | +12.1% | +0.9% |
| 3M | +1.9% | -5.5% | +7.4% | +2.3% |
| 6M | -0.2% | +5.3% | -5.4% | -1.5% |
| YTD | -5.6% | -21.2% | +15.6% | -3.6% |
| 1Y | -4.7% | -45.0% | +40.4% | +1.9% |
| All | +44.0% | -27.4% | +71.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling