+442.7%
PEP vs FXI
+213.2%
+229.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.9% | +5.7% | -2.7% | +1.8% |
| 30D | +14.2% | +4.6% | +9.7% | +13.2% |
| 3M | +3.2% | -2.8% | +6.0% | +3.7% |
| 6M | -7.4% | -6.1% | -1.4% | -6.5% |
| YTD | +1.5% | -8.0% | +9.5% | +2.8% |
| 1Y | +3.9% | -11.3% | +15.2% | +5.9% |
| 3Y | -5.5% | +42.6% | -48.2% | -14.2% |
| 5Y | +0.1% | -0.1% | +0.2% | -4.5% |
| 10Y | +82.1% | +22.7% | +59.3% | +62.4% |
| All | +442.7% | +213.2% | +229.5% | +267.8% |
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