-2.8%
FXI vs PINS
-58.8%
+56.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.7% | -6.9% | +10.6% | +4.8% |
| 30D | +0.5% | -11.4% | +11.9% | +2.2% |
| 3M | -5.7% | -22.2% | +16.5% | -2.3% |
| 6M | -6.9% | -10.9% | +4.0% | -6.1% |
| YTD | -9.5% | -26.8% | +17.3% | -6.4% |
| 1Y | -14.0% | -29.8% | +15.8% | -10.5% |
| 3Y | +44.5% | -39.0% | +83.5% | +47.7% |
| 5Y | -2.8% | -58.7% | +55.9% | -0.2% |
| All | -2.8% | -58.8% | +56.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling