+1,195.2%
PCAR vs FXI
+221.5%
+973.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.6% |
| 7D | -0.5% | +1.0% | -1.6% | -1.0% |
| 30D | -6.2% | -0.6% | -5.7% | -6.0% |
| 3M | +5.9% | +1.9% | +4.0% | +4.6% |
| 6M | +0.4% | -0.2% | +0.6% | +0.1% |
| YTD | +14.8% | -5.6% | +20.4% | +17.5% |
| 1Y | +30.1% | -4.7% | +34.8% | +32.1% |
| 3Y | +66.7% | +38.0% | +28.6% | +32.3% |
| 5Y | +166.1% | -2.7% | +168.8% | +136.9% |
| 10Y | +353.7% | +19.9% | +333.8% | +237.4% |
| All | +1,195.2% | +221.5% | +973.7% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling