+9.7%
PCAR vs FXI
-13.7%
+23.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +3.8% | +3.7% | +0.1% | +2.4% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | -19.1% | -5.7% | -13.4% | -17.4% |
| 6M | -6.8% | -6.9% | +0.1% | -4.1% |
| YTD | -2.5% | -9.5% | +7.0% | +0.6% |
| 1Y | +9.7% | -14.0% | +23.7% | +16.6% |
| All | +9.7% | -13.7% | +23.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling