-23.8%
PFE vs FXI
-9.2%
-14.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -4.2% | +2.5% | -1.2% |
| 30D | +0.3% | -1.1% | +1.5% | +0.5% |
| 3M | +9.4% | -4.0% | +13.3% | +9.9% |
| 6M | +14.9% | -11.8% | +26.7% | +16.5% |
| YTD | +23.8% | -11.9% | +35.7% | +25.5% |
| 1Y | +19.5% | -16.1% | +35.6% | +21.8% |
| 3Y | +21.0% | +38.8% | -17.8% | +16.8% |
| All | -23.8% | -9.2% | -14.6% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling