+29.9%
FXI vs PR
+147.8%
-117.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.3% |
| 7D | +6.9% | -16.5% | +23.4% | +7.9% |
| 30D | +3.5% | -4.5% | +8.0% | +3.7% |
| 3M | -3.2% | +8.5% | -11.7% | -3.8% |
| 6M | -3.5% | -3.3% | -0.2% | -3.6% |
| YTD | -8.1% | +55.7% | -63.8% | -10.8% |
| 1Y | -10.5% | +82.0% | -92.6% | -14.0% |
| 3Y | +43.0% | +62.5% | -19.4% | +37.5% |
| 5Y | -0.1% | +223.9% | -224.0% | -8.2% |
| 10Y | +22.7% | +64.2% | -41.5% | +25.3% |
| All | +29.9% | +147.8% | -117.9% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling