+996.5%
PCAR vs FXI
+208.4%
+788.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | +3.5% | +3.7% | -0.2% | +1.6% |
| 30D | -2.3% | +0.5% | -2.8% | -2.6% |
| 3M | -19.3% | -5.7% | -13.6% | -17.1% |
| 6M | -7.1% | -6.9% | -0.2% | -4.2% |
| YTD | -2.8% | -9.5% | +6.7% | +1.5% |
| 1Y | +9.3% | -14.0% | +23.3% | +17.1% |
| 3Y | +33.5% | +44.5% | -11.0% | +3.3% |
| 5Y | +112.6% | -2.8% | +115.4% | +89.2% |
| 10Y | +276.9% | +20.3% | +256.6% | +178.9% |
| All | +996.5% | +208.4% | +788.2% | +290.0% |
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 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