+20.1%
FXI vs PR
+66.7%
-46.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | +4.4% | -12.4% | +16.7% | +5.1% |
| 30D | +1.2% | -6.6% | +7.8% | +1.5% |
| 3M | -4.2% | +7.5% | -11.7% | -4.7% |
| 6M | -6.2% | +10.8% | -17.0% | -7.0% |
| YTD | -8.8% | +57.0% | -65.8% | -11.6% |
| 1Y | -11.6% | +67.9% | -79.6% | -14.7% |
| 3Y | +45.1% | +87.6% | -42.5% | +38.4% |
| 5Y | -1.2% | +220.4% | -221.6% | -9.3% |
| 10Y | +20.1% | +64.8% | -44.8% | +23.6% |
| All | +20.1% | +66.7% | -46.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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