+213.9%
FXI vs PNR
+271.3%
-57.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.2% | -1.2% |
| 7D | -1.0% | -3.0% | +2.1% | +0.5% |
| 30D | -3.2% | -14.9% | +11.7% | +4.4% |
| 3M | +1.7% | -19.0% | +20.7% | +10.6% |
| 6M | -1.6% | -35.9% | +34.4% | +19.3% |
| YTD | -7.9% | -43.1% | +35.2% | +17.6% |
| 1Y | -9.6% | -46.4% | +36.8% | +18.6% |
| 3Y | +40.5% | -10.8% | +51.3% | +37.0% |
| 5Y | -6.2% | -18.9% | +12.6% | -7.3% |
| 10Y | +14.2% | +64.4% | -50.3% | -31.4% |
| All | +213.9% | +271.3% | -57.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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