-6.2%
FXI vs PINS
-63.8%
+57.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -1.0% | -5.2% | +4.3% | -0.1% |
| 30D | -3.2% | -14.9% | +11.7% | -0.8% |
| 3M | +1.7% | -8.4% | +10.1% | +2.7% |
| 6M | -1.6% | +0.6% | -2.2% | -2.6% |
| YTD | -7.9% | -22.2% | +14.3% | -5.4% |
| 1Y | -9.6% | -46.9% | +37.3% | -1.4% |
| 3Y | +40.5% | -26.9% | +67.3% | +38.8% |
| 5Y | -6.2% | -63.0% | +56.7% | -6.2% |
| All | -6.2% | -63.8% | +57.6% | -6.2% |
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