-3.9%
FXI vs PTC
+7.8%
-11.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +3.0% |
| 7D | +1.0% | -10.3% | +11.3% | +3.6% |
| 30D | -0.6% | +1.1% | -1.7% | -1.2% |
| 3M | +1.9% | +1.6% | +0.3% | +0.7% |
| 6M | -0.2% | -13.5% | +13.3% | +2.7% |
| YTD | -5.6% | -19.1% | +13.5% | -1.3% |
| 1Y | -4.7% | -33.9% | +29.2% | +5.7% |
| 3Y | +38.0% | -3.9% | +41.9% | +29.2% |
| All | -3.9% | +7.8% | -11.6% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling