+40.1%
FXI vs PRU
+47.2%
-7.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +1.0% | +1.9% | -0.8% | +0.6% |
| 30D | -0.6% | +2.7% | -3.3% | -1.3% |
| 3M | +1.9% | +19.5% | -17.5% | -2.8% |
| 6M | -0.2% | +26.6% | -26.8% | -6.3% |
| YTD | -5.6% | +12.3% | -17.9% | -8.7% |
| 1Y | -4.7% | +18.0% | -22.7% | -9.1% |
| All | +40.1% | +47.2% | -7.1% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling