+209.9%
FXI vs PPG
+473.5%
-263.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.1% |
| 7D | -2.8% | -3.7% | +0.9% | -0.5% |
| 30D | -5.3% | -7.2% | +1.9% | -1.0% |
| 3M | +0.3% | -7.3% | +7.7% | +3.8% |
| 6M | -4.6% | +0.3% | -4.8% | -7.0% |
| YTD | -9.1% | +6.5% | -15.6% | -15.4% |
| 1Y | -12.0% | +0.5% | -12.5% | -15.5% |
| 3Y | +38.6% | -15.3% | +53.9% | +44.9% |
| 5Y | -6.6% | -22.9% | +16.3% | -0.8% |
| 10Y | +15.0% | +28.4% | -13.4% | -25.7% |
| All | +209.9% | +473.5% | -263.6% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling