+9.3%
PCG vs FXI
-9.2%
+18.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | -4.2% | +6.4% | +3.0% |
| 30D | +0.8% | -1.1% | +1.9% | +0.9% |
| 3M | -23.8% | -4.0% | -19.8% | -23.3% |
| 6M | -19.6% | -11.8% | -7.8% | -17.8% |
| YTD | -16.7% | -11.9% | -4.8% | -15.0% |
| 1Y | -19.4% | -16.1% | -3.3% | -17.0% |
| 3Y | -18.3% | +38.8% | -57.1% | -24.6% |
| All | +9.3% | -9.2% | +18.5% | +24.3% |
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