+15.0%
FXI vs PTC
+196.2%
-181.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.4% |
| 7D | -2.8% | -13.6% | +10.8% | +1.0% |
| 30D | -5.3% | -14.7% | +9.3% | -1.4% |
| 3M | +0.3% | -5.9% | +6.2% | +1.0% |
| 6M | -4.6% | -21.1% | +16.6% | +0.7% |
| YTD | -9.1% | -26.0% | +16.9% | -2.7% |
| 1Y | -12.0% | -36.8% | +24.9% | -1.4% |
| 3Y | +38.6% | -10.3% | +48.9% | +35.3% |
| 5Y | -6.6% | +1.2% | -7.8% | -13.9% |
| 10Y | +15.0% | +198.3% | -183.3% | -28.9% |
| All | +15.0% | +196.2% | -181.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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