-1.2%
FXI vs PTC
+55.9%
-57.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 3M | -2.8% | +32.1% | -34.9% | -9.4% |
| 6M | -6.1% | +42.6% | -48.7% | -14.8% |
| YTD | -8.0% | +12.0% | -20.0% | -11.1% |
| 1Y | -11.3% | +12.2% | -23.5% | -14.4% |
| 3Y | +42.6% | +31.2% | +11.4% | +23.8% |
| All | -1.2% | +55.9% | -57.1% | -21.8% |
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