+221.8%
FXI vs PSA
+1,177.3%
-955.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | +1.0% | -3.7% | +4.7% | +2.8% |
| 30D | -0.6% | -7.7% | +7.2% | +3.3% |
| 3M | +1.9% | -0.6% | +2.5% | +1.7% |
| 6M | -0.2% | -0.9% | +0.7% | -0.6% |
| YTD | -5.6% | +18.7% | -24.2% | -14.2% |
| 1Y | -4.7% | +7.6% | -12.3% | -9.5% |
| 3Y | +38.0% | +23.7% | +14.4% | +19.1% |
| 5Y | -2.7% | +13.7% | -16.3% | -15.9% |
| 10Y | +19.9% | +98.9% | -78.9% | -29.5% |
| All | +221.8% | +1,177.3% | -955.5% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling