-16.7%
FXI vs PTC
+10.3%
-26.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.2% | +0.8% | -5.0% | -4.2% |
| 30D | -2.0% | +1.2% | -3.2% | -2.1% |
| 3M | -5.0% | +32.6% | -37.6% | -6.9% |
| 6M | -9.6% | +36.1% | -45.7% | -12.2% |
| YTD | -11.9% | +12.7% | -24.6% | -14.8% |
| 1Y | -16.7% | +10.2% | -26.8% | -19.4% |
| All | -16.7% | +10.3% | -26.9% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling