+293.0%
PCAR vs FXI
+20.5%
+272.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +2.9% | +4.4% | -1.5% | +1.6% |
| 30D | -2.1% | +1.2% | -3.4% | -2.5% |
| 3M | -20.4% | -4.2% | -16.2% | -19.4% |
| 6M | -7.0% | -6.2% | -0.7% | -5.4% |
| YTD | -2.6% | -8.8% | +6.2% | -0.3% |
| 1Y | +9.8% | -11.6% | +21.4% | +13.4% |
| 3Y | +37.3% | +45.1% | -7.9% | +18.7% |
| 5Y | +116.4% | -1.2% | +117.6% | +111.5% |
| 10Y | +293.0% | +20.1% | +272.9% | +239.0% |
| All | +293.0% | +20.5% | +272.4% | +239.0% |
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