+213.4%
FXI vs PPL
+313.8%
-100.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +5.7% | +0.4% | +5.2% | +5.4% |
| 30D | +4.6% | +5.4% | -0.9% | +1.7% |
| 3M | -2.8% | +4.3% | -7.1% | -5.1% |
| 6M | -6.1% | -1.3% | -4.7% | -6.1% |
| YTD | -8.0% | +4.7% | -12.7% | -11.3% |
| 1Y | -11.3% | +1.3% | -12.6% | -13.1% |
| 3Y | +42.6% | +57.2% | -14.6% | +8.0% |
| 5Y | -0.1% | +48.2% | -48.3% | -23.5% |
| 10Y | +22.7% | +62.7% | -40.0% | -21.0% |
| All | +213.4% | +313.8% | -100.4% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling