+294.0%
PCAR vs FXI
+19.8%
+274.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | +5.7% | -5.6% | -1.5% |
| 30D | -4.6% | +4.6% | -9.1% | -5.8% |
| 3M | -22.6% | -2.8% | -19.8% | -22.0% |
| 6M | -12.0% | -6.1% | -5.9% | -10.5% |
| YTD | -6.1% | -8.0% | +1.9% | -4.1% |
| 1Y | +6.3% | -11.3% | +17.6% | +9.7% |
| 3Y | +31.8% | +42.6% | -10.8% | +14.8% |
| 5Y | +104.2% | -0.1% | +104.2% | +98.7% |
| All | +294.0% | +19.8% | +274.2% | +251.0% |
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