+115.2%
PCAR vs FXI
-9.2%
+124.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | -4.2% | +9.1% | +5.7% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | -18.1% | -4.0% | -14.2% | -17.6% |
| 6M | -4.0% | -11.8% | +7.8% | -2.0% |
| YTD | -1.5% | -11.9% | +10.4% | +0.6% |
| 1Y | +13.2% | -16.1% | +29.3% | +16.5% |
| 3Y | +35.8% | +38.8% | -3.0% | +26.9% |
| All | +115.2% | -9.2% | +124.4% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling