+210.8%
FXI vs PTC
+1,340.2%
-1,129.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +4.4% | +0.8% | +3.6% | +4.0% |
| 30D | +1.2% | +0.7% | +0.5% | +0.9% |
| 3M | -4.2% | +32.6% | -36.8% | -16.6% |
| 6M | -6.2% | +33.6% | -39.8% | -19.7% |
| YTD | -8.8% | +12.4% | -21.2% | -17.0% |
| 1Y | -11.6% | +11.2% | -22.8% | -19.3% |
| 3Y | +45.1% | +31.7% | +13.5% | +18.5% |
| 5Y | -1.2% | +60.1% | -61.3% | -27.8% |
| 10Y | +20.1% | +317.2% | -297.1% | -50.7% |
| All | +210.8% | +1,340.2% | -1,129.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling