+19.2%
FXI vs PRU
+99.2%
-80.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -4.2% | +3.6% | -7.8% | -5.3% |
| 30D | -1.1% | +8.9% | -10.0% | -3.8% |
| 3M | -4.0% | +0.2% | -4.1% | -4.2% |
| 6M | -11.8% | +23.7% | -35.6% | -17.7% |
| YTD | -11.9% | +13.7% | -25.7% | -15.9% |
| 1Y | -16.1% | +20.6% | -36.7% | -21.4% |
| 3Y | +38.8% | +56.3% | -17.5% | +17.6% |
| 5Y | -9.1% | +42.3% | -51.4% | -21.6% |
| All | +19.2% | +99.2% | -80.1% | -11.6% |
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