+208.6%
FXI vs PTC
+1,345.2%
-1,136.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | +3.7% | +1.3% | +2.4% | +3.2% |
| 30D | +0.5% | +1.1% | -0.6% | +0.1% |
| 3M | -5.7% | +30.1% | -35.8% | -17.3% |
| 6M | -6.9% | +34.0% | -40.9% | -20.4% |
| YTD | -9.5% | +12.8% | -22.3% | -17.8% |
| 1Y | -14.0% | +10.7% | -24.8% | -21.4% |
| 3Y | +44.5% | +29.6% | +14.9% | +18.9% |
| 5Y | -2.8% | +63.5% | -66.3% | -29.6% |
| 10Y | +20.3% | +316.7% | -296.3% | -50.5% |
| All | +208.6% | +1,345.2% | -1,136.6% | -41.7% |
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