+428.4%
PEP vs FXI
+221.5%
+206.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | +0.2% | -0.6% | +0.8% | +0.3% |
| 3M | -1.1% | +1.9% | -3.0% | -1.5% |
| 6M | -13.5% | -0.2% | -13.3% | -13.6% |
| YTD | -1.2% | -5.6% | +4.4% | -0.4% |
| 1Y | -1.6% | -4.7% | +3.1% | -1.1% |
| 3Y | -12.5% | +38.0% | -50.5% | -20.0% |
| 5Y | +3.0% | -2.7% | +5.7% | -1.1% |
| 10Y | +73.9% | +19.9% | +54.0% | +56.0% |
| All | +428.4% | +221.5% | +206.9% | +256.6% |
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