-8.4%
FXI vs PRU
+42.1%
-50.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | -4.0% | +0.2% | -4.1% | -4.2% |
| 6M | -11.8% | +23.7% | -35.6% | -18.1% |
| YTD | -11.9% | +13.7% | -25.7% | -16.1% |
| 1Y | -16.1% | +20.6% | -36.7% | -21.8% |
| 3Y | +38.8% | +56.3% | -17.5% | +13.3% |
| All | -8.4% | +42.1% | -50.5% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling