+165.4%
PFE vs FXI
+213.2%
-47.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.7% | +5.7% | -9.4% | -5.2% |
| 30D | +5.0% | +4.6% | +0.4% | +3.7% |
| 3M | +12.2% | -2.8% | +15.0% | +13.0% |
| 6M | +14.6% | -6.1% | +20.7% | +16.3% |
| YTD | +24.1% | -8.0% | +32.2% | +26.5% |
| 1Y | +26.6% | -11.3% | +37.9% | +30.3% |
| 3Y | +14.3% | +42.6% | -28.3% | +0.8% |
| 5Y | -21.9% | -0.1% | -21.8% | -26.6% |
| 10Y | +62.6% | +22.7% | +39.9% | +38.7% |
| All | +165.4% | +213.2% | -47.8% | +38.0% |
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 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