-4.9%
FXI vs PR
+433.6%
-438.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +1.0% | +2.9% | -1.9% | +0.6% |
| 30D | -0.6% | +18.0% | -18.6% | -2.9% |
| 3M | +1.9% | +16.9% | -14.9% | -0.5% |
| 6M | -0.2% | +28.2% | -28.4% | -4.3% |
| YTD | -5.6% | +69.3% | -74.9% | -13.3% |
| 1Y | -4.7% | +69.5% | -74.2% | -12.7% |
| 3Y | +38.0% | +81.7% | -43.7% | +22.6% |
| All | -4.9% | +433.6% | -438.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling