-20.7%
PFE vs FXI
-4.2%
-16.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.4% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | +10.2% | -0.6% | +10.8% | +10.3% |
| 3M | +12.7% | +1.9% | +10.8% | +12.4% |
| 6M | +10.5% | -0.2% | +10.7% | +10.5% |
| YTD | +20.2% | -5.6% | +25.7% | +20.8% |
| 1Y | +24.1% | -4.7% | +28.7% | +24.6% |
| 3Y | -3.6% | +38.0% | -41.6% | -7.1% |
| All | -20.7% | -4.2% | -16.5% | -30.0% |
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