+36.6%
FXI vs PNC
+131.1%
-94.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | -2.1% | -4.4% | +2.3% | -1.3% |
| 3M | -0.5% | +5.2% | -5.7% | -1.6% |
| 6M | -4.5% | +20.6% | -25.2% | -8.4% |
| YTD | -9.2% | +19.8% | -29.0% | -12.9% |
| 1Y | -13.8% | +24.4% | -38.2% | -18.1% |
| 3Y | +36.6% | +131.2% | -94.7% | +9.6% |
| All | +36.6% | +131.1% | -94.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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