+89.6%
PEP vs FXI
+19.2%
+70.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +4.6% | +3.7% | +0.9% | +4.1% |
| 30D | +14.0% | +0.5% | +13.5% | +13.9% |
| 3M | +5.4% | -5.7% | +11.1% | +6.2% |
| 6M | -5.1% | -6.9% | +1.8% | -4.3% |
| YTD | +3.1% | -9.5% | +12.6% | +4.3% |
| 1Y | +4.8% | -14.0% | +18.8% | +6.7% |
| 3Y | -4.1% | +44.5% | -48.7% | -11.3% |
| 5Y | +3.0% | -2.8% | +5.7% | +2.7% |
| 10Y | +89.6% | +20.3% | +69.3% | +78.3% |
| All | +89.6% | +19.2% | +70.4% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling