+665.9%
PLD vs FXI
+221.5%
+444.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.6% |
| 7D | -2.4% | +1.0% | -3.4% | -3.0% |
| 30D | -2.4% | -0.6% | -1.9% | -2.2% |
| 3M | -3.8% | +1.9% | -5.7% | -5.2% |
| 6M | 0.0% | -0.2% | +0.2% | -0.5% |
| YTD | +9.2% | -5.6% | +14.8% | +12.0% |
| 1Y | +25.9% | -4.7% | +30.6% | +27.9% |
| 3Y | +21.3% | +38.0% | -16.7% | -7.6% |
| 5Y | +14.1% | -2.7% | +16.8% | -0.5% |
| 10Y | +237.9% | +19.9% | +218.0% | +135.2% |
| All | +665.9% | +221.5% | +444.4% | +235.5% |
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