+19.2%
FXI vs PSA
+132.6%
-113.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -1.1% | +15.2% | -16.3% | -3.9% |
| 3M | -4.0% | +2.2% | -6.2% | -4.4% |
| 6M | -11.8% | +11.7% | -23.5% | -14.0% |
| YTD | -11.9% | +32.0% | -43.9% | -17.1% |
| 1Y | -16.1% | +26.3% | -42.4% | -20.4% |
| 3Y | +38.8% | +52.4% | -13.6% | +25.7% |
| 5Y | -9.1% | +26.3% | -35.3% | -15.8% |
| All | +19.2% | +132.6% | -113.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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