+367.2%
PCAR vs FXI
+18.3%
+349.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | -0.5% | +1.0% | -1.6% | -0.8% |
| 30D | -6.2% | -0.6% | -5.7% | -6.1% |
| 3M | +5.9% | +1.9% | +4.0% | +5.2% |
| 6M | +0.4% | -0.2% | +0.6% | +0.3% |
| YTD | +14.8% | -5.6% | +20.4% | +16.5% |
| 1Y | +30.1% | -4.7% | +34.8% | +31.4% |
| 3Y | +66.7% | +38.0% | +28.6% | +46.7% |
| 5Y | +166.1% | -2.7% | +168.8% | +162.8% |
| All | +367.2% | +18.3% | +349.0% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling