-8.4%
FXI vs PR
+273.3%
-281.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -4.2% | +6.0% | -10.2% | -5.0% |
| 30D | -1.1% | -4.2% | +3.1% | -0.7% |
| 3M | -4.0% | +10.0% | -13.9% | -5.6% |
| 6M | -11.8% | +15.6% | -27.4% | -14.2% |
| YTD | -11.9% | +68.2% | -80.1% | -19.4% |
| 1Y | -16.1% | +79.2% | -95.3% | -24.1% |
| 3Y | +38.8% | +94.9% | -56.1% | +21.6% |
| All | -8.4% | +273.3% | -281.7% | -28.4% |
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