-6.7%
FXI vs PINS
-14.1%
+7.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +1.0% | -12.0% | +13.1% | +3.0% |
| 30D | -0.6% | -12.7% | +12.1% | +1.4% |
| 3M | +1.9% | -5.5% | +7.4% | +2.4% |
| 6M | -0.2% | +5.3% | -5.4% | -1.9% |
| YTD | -5.6% | -21.2% | +15.6% | -3.5% |
| 1Y | -4.7% | -45.0% | +40.4% | +2.6% |
| 3Y | +38.0% | -26.2% | +64.2% | +37.0% |
| 5Y | -2.7% | -64.0% | +61.3% | +1.4% |
| All | -6.7% | -14.1% | +7.4% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling