+221.8%
FXI vs PTC
+936.9%
-715.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +3.9% |
| 7D | +1.0% | -10.3% | +11.3% | +5.3% |
| 30D | -0.6% | +1.1% | -1.7% | -1.5% |
| 3M | +1.9% | +1.6% | +0.3% | -0.3% |
| 6M | -0.2% | -13.5% | +13.3% | +3.6% |
| YTD | -5.6% | -19.1% | +13.5% | +0.1% |
| 1Y | -4.7% | -33.9% | +29.2% | +9.5% |
| 3Y | +38.0% | -3.9% | +41.9% | +30.5% |
| 5Y | -2.7% | +6.0% | -8.7% | -14.4% |
| 10Y | +19.9% | +223.7% | -203.8% | -44.8% |
| All | +221.8% | +936.9% | -715.1% | -29.0% |
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