+36.8%
FXI vs PSA
+21.5%
+15.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | -9.6% | +4.2% | -3.2% |
| 3M | +0.3% | -7.9% | +8.2% | +2.0% |
| 6M | -4.6% | -2.0% | -2.6% | -4.7% |
| YTD | -9.1% | +15.7% | -24.8% | -12.9% |
| 1Y | -12.0% | +5.8% | -17.7% | -13.8% |
| All | +36.8% | +21.5% | +15.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling