+49.6%
PFE vs FXI
+20.5%
+29.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -4.7% | +4.4% | -9.1% | -5.5% |
| 30D | +3.4% | +1.2% | +2.1% | +3.1% |
| 3M | +9.2% | -4.2% | +13.4% | +10.1% |
| 6M | +15.8% | -6.2% | +22.0% | +17.1% |
| YTD | +23.4% | -8.8% | +32.2% | +25.3% |
| 1Y | +25.8% | -11.6% | +37.4% | +28.5% |
| 3Y | +17.8% | +45.1% | -27.3% | +8.1% |
| 5Y | -20.2% | -1.2% | -19.0% | -21.5% |
| 10Y | +49.6% | +20.1% | +29.5% | +40.3% |
| All | +49.6% | +20.5% | +29.1% | +40.3% |
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