+631.3%
PLD vs FXI
+208.4%
+422.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +0.8% | +3.7% | -2.9% | -1.4% |
| 30D | +0.5% | +0.5% | 0.0% | +0.1% |
| 3M | -5.5% | -5.7% | +0.2% | -2.5% |
| 6M | -8.3% | -6.9% | -1.4% | -5.1% |
| YTD | +4.3% | -9.5% | +13.8% | +9.4% |
| 1Y | +7.4% | -14.0% | +21.5% | +16.1% |
| 3Y | +37.1% | +44.5% | -7.5% | +1.1% |
| 5Y | +1.3% | -2.8% | +4.1% | -11.6% |
| 10Y | +267.4% | +20.3% | +247.1% | +153.4% |
| All | +631.3% | +208.4% | +422.9% | +227.6% |
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 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