-6.5%
FXI vs PPG
-24.1%
+17.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -3.9% | -6.2% | +2.4% | -1.4% |
| 30D | -2.1% | -7.9% | +5.8% | +1.1% |
| 3M | -0.5% | -10.2% | +9.8% | +3.2% |
| 6M | -4.5% | +2.7% | -7.2% | -7.1% |
| YTD | -9.2% | +4.9% | -14.1% | -13.1% |
| 1Y | -13.8% | -3.2% | -10.6% | -14.7% |
| 3Y | +36.6% | -17.0% | +53.6% | +42.7% |
| All | -6.5% | -24.1% | +17.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling