+221.8%
FXI vs PPL
+302.5%
-80.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +2.7% | -1.6% | -0.3% |
| 30D | -0.6% | +0.5% | -1.0% | -0.9% |
| 3M | +1.9% | +0.7% | +1.3% | +1.1% |
| 6M | -0.2% | -7.6% | +7.4% | +3.2% |
| YTD | -5.6% | +1.8% | -7.4% | -7.5% |
| 1Y | -4.7% | -0.8% | -3.9% | -5.6% |
| 3Y | +38.0% | +56.9% | -18.8% | +4.5% |
| 5Y | -2.7% | +39.5% | -42.2% | -23.0% |
| 10Y | +19.9% | +55.4% | -35.5% | -20.6% |
| All | +221.8% | +302.5% | -80.7% | +31.3% |
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