+18.1%
FXI vs PRU
+145.9%
-127.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +1.0% | +1.9% | -0.8% | +0.4% |
| 30D | -0.6% | +2.7% | -3.3% | -1.4% |
| 3M | +1.9% | +19.5% | -17.5% | -3.7% |
| 6M | -0.2% | +26.6% | -26.8% | -7.5% |
| YTD | -5.6% | +12.3% | -17.9% | -9.4% |
| 1Y | -4.7% | +18.0% | -22.7% | -10.0% |
| 3Y | +38.0% | +47.0% | -9.0% | +19.5% |
| 5Y | -2.7% | +48.4% | -51.1% | -16.9% |
| All | +18.1% | +145.9% | -127.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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