+12.0%
FXI vs PSLV
+108.9%
-96.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.4% |
| 7D | -2.8% | -4.9% | +2.1% | -1.9% |
| 30D | -3.7% | -1.9% | -1.8% | -3.5% |
| 3M | -0.4% | +4.2% | -4.6% | -1.6% |
| 6M | -5.4% | -27.6% | +22.2% | -0.5% |
| YTD | -9.6% | -11.7% | +2.1% | -10.5% |
| 1Y | -11.9% | +49.3% | -61.2% | -22.0% |
| 3Y | +37.8% | +167.1% | -129.3% | +8.6% |
| 5Y | -7.0% | +151.7% | -158.7% | -26.5% |
| 10Y | +14.3% | +187.0% | -172.6% | -14.3% |
| All | +12.0% | +108.9% | -96.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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