+1.6%
PG vs FXI
+36.3%
-34.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -3.9% | +3.1% | -0.6% |
| 30D | +0.8% | -2.1% | +2.9% | +0.9% |
| 3M | -1.3% | -0.5% | -0.9% | -1.3% |
| 6M | -3.8% | -4.5% | +0.7% | -3.6% |
| YTD | +3.6% | -9.2% | +12.9% | +4.0% |
| 1Y | -5.7% | -13.8% | +8.1% | -5.2% |
| 3Y | +1.6% | +36.6% | -35.0% | -1.6% |
| All | +1.6% | +36.3% | -34.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling