+48.5%
PFE vs FXI
+19.2%
+29.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -2.1% | -4.2% | +2.1% | -1.3% |
| 30D | +3.1% | -2.0% | +5.1% | +3.5% |
| 3M | +11.2% | -5.0% | +16.1% | +12.2% |
| 6M | +15.0% | -9.6% | +24.7% | +17.1% |
| YTD | +23.5% | -11.9% | +35.4% | +26.2% |
| 1Y | +18.9% | -16.7% | +35.6% | +22.8% |
| 3Y | +18.7% | +40.6% | -21.9% | +9.6% |
| 5Y | -24.0% | -9.1% | -15.0% | -23.7% |
| All | +48.5% | +19.2% | +29.3% | +42.4% |
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