-7.0%
FXI vs PNC
+50.6%
-57.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | -3.7% | -4.4% | +0.8% | -2.5% |
| 3M | -0.4% | +5.3% | -5.7% | -2.1% |
| 6M | -5.4% | +19.6% | -25.0% | -10.7% |
| YTD | -9.6% | +19.1% | -28.8% | -14.8% |
| 1Y | -11.9% | +24.3% | -36.2% | -18.2% |
| 3Y | +37.8% | +132.2% | -94.4% | +0.2% |
| 5Y | -7.0% | +52.3% | -59.4% | -22.3% |
| All | -7.0% | +50.6% | -57.6% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling