+14.7%
FXI vs PPG
+26.9%
-12.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -3.9% | -6.2% | +2.4% | -1.5% |
| 30D | -2.1% | -7.9% | +5.8% | +1.0% |
| 3M | -0.5% | -10.2% | +9.8% | +3.1% |
| 6M | -4.5% | +2.7% | -7.2% | -6.8% |
| YTD | -9.2% | +4.9% | -14.1% | -12.6% |
| 1Y | -13.8% | -3.2% | -10.6% | -14.5% |
| 3Y | +36.6% | -17.0% | +53.6% | +42.5% |
| 5Y | -6.7% | -23.3% | +16.7% | -2.2% |
| All | +14.7% | +26.9% | -12.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling