+19.1%
FXI vs PPL
+62.0%
-43.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.7% | +0.4% | +5.2% | +5.6% |
| 30D | +4.6% | +5.4% | -0.9% | +3.3% |
| 3M | -2.8% | +4.3% | -7.1% | -3.8% |
| 6M | -6.1% | -1.3% | -4.7% | -6.0% |
| YTD | -8.0% | +4.7% | -12.7% | -9.4% |
| 1Y | -11.3% | +1.3% | -12.6% | -12.0% |
| 3Y | +42.6% | +57.2% | -14.6% | +25.9% |
| 5Y | -0.1% | +48.2% | -48.3% | -11.0% |
| All | +19.1% | +62.0% | -43.0% | -1.2% |
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