+42.6%
FXI vs PTC
+32.2%
+10.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +4.6% | +0.8% | +3.8% | +4.5% |
| 3M | -2.8% | +32.1% | -34.9% | -5.9% |
| 6M | -6.1% | +42.6% | -48.7% | -10.2% |
| YTD | -8.0% | +12.0% | -20.0% | -9.2% |
| 1Y | -11.3% | +12.2% | -23.5% | -12.5% |
| 3Y | +42.6% | +31.2% | +11.4% | +18.3% |
| All | +42.6% | +32.2% | +10.5% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling