+20.3%
FXI vs PPL
+65.3%
-45.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.7% | 0.0% | +3.6% | +3.7% |
| 30D | +0.5% | +4.3% | -3.8% | -0.5% |
| 3M | -5.7% | +2.9% | -8.6% | -6.4% |
| 6M | -6.9% | +1.1% | -8.0% | -7.4% |
| YTD | -9.5% | +4.5% | -13.9% | -10.8% |
| 1Y | -14.0% | +0.1% | -14.1% | -14.5% |
| 3Y | +44.5% | +55.7% | -11.2% | +28.0% |
| 5Y | -2.8% | +47.6% | -50.4% | -13.3% |
| 10Y | +20.3% | +66.8% | -46.5% | -0.1% |
| All | +20.3% | +65.3% | -45.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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