+14.1%
PCG vs FXI
-0.9%
+15.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | +5.7% | -7.2% | -2.6% |
| 30D | +1.4% | +4.6% | -3.2% | +0.6% |
| 3M | -23.4% | -2.8% | -20.6% | -23.1% |
| 6M | -19.4% | -6.1% | -13.3% | -18.6% |
| YTD | -18.5% | -8.0% | -10.5% | -17.5% |
| 1Y | -19.5% | -11.3% | -8.2% | -18.0% |
| 3Y | -21.0% | +42.6% | -63.6% | -27.4% |
| All | +14.1% | -0.9% | +15.0% | +19.5% |
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