+14.2%
FXI vs PSA
+101.3%
-87.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.8% | -3.6% | +0.8% | -2.1% |
| 30D | -3.7% | -9.4% | +5.7% | -1.8% |
| 3M | -0.4% | -8.2% | +7.8% | +1.1% |
| 6M | -5.4% | -1.8% | -3.6% | -5.4% |
| YTD | -9.6% | +15.7% | -25.4% | -12.6% |
| 1Y | -11.9% | +6.3% | -18.2% | -13.5% |
| 3Y | +37.8% | +21.6% | +16.3% | +30.6% |
| 5Y | -7.0% | +13.5% | -20.5% | -12.0% |
| All | +14.2% | +101.3% | -87.1% | -6.0% |
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