+44.5%
FXI vs PINS
-38.3%
+82.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +3.7% | -6.9% | +10.6% | +4.5% |
| 30D | +0.5% | -11.4% | +11.9% | +1.7% |
| 3M | -5.7% | -22.2% | +16.5% | -3.3% |
| 6M | -6.9% | -10.9% | +4.0% | -6.3% |
| YTD | -9.5% | -26.8% | +17.3% | -6.8% |
| 1Y | -14.0% | -29.8% | +15.8% | -11.0% |
| 3Y | +44.5% | -39.0% | +83.5% | +42.8% |
| All | +44.5% | -38.3% | +82.9% | +42.8% |
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