-9.6%
FXI vs PRU
+19.3%
-28.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | -1.0% | +1.9% | -2.9% | -1.3% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +1.7% | +16.4% | -14.7% | -2.0% |
| 6M | -1.6% | +26.0% | -27.6% | -7.0% |
| YTD | -7.9% | +9.9% | -17.8% | -10.4% |
| 1Y | -9.6% | +18.8% | -28.4% | -14.6% |
| All | -9.6% | +19.3% | -28.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling