+389.7%
PG vs FXI
+209.6%
+180.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.4% | -2.8% | -0.6% | -2.9% |
| 30D | -2.6% | -5.3% | +2.7% | -1.6% |
| 3M | -3.3% | +0.3% | -3.7% | -3.5% |
| 6M | -6.7% | -4.6% | -2.1% | -6.0% |
| YTD | +1.7% | -9.1% | +10.8% | +3.4% |
| 1Y | -7.9% | -12.0% | +4.0% | -6.0% |
| 3Y | +0.9% | +38.6% | -37.7% | -7.8% |
| 5Y | +12.6% | -6.6% | +19.2% | +9.1% |
| 10Y | +117.2% | +15.0% | +102.2% | +95.5% |
| All | +389.7% | +209.6% | +180.1% | +210.7% |
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