+198.6%
PM vs FXI
+14.7%
+183.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.7% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | -2.6% | -3.2% | +0.7% | -2.0% |
| 3M | +5.8% | +1.7% | +4.1% | +5.3% |
| 6M | +10.6% | -1.6% | +12.1% | +10.7% |
| YTD | +17.2% | -7.9% | +25.1% | +18.8% |
| 1Y | +17.6% | -9.6% | +27.3% | +19.5% |
| 3Y | +124.3% | +40.5% | +83.8% | +103.1% |
| 5Y | +125.1% | -6.2% | +131.3% | +125.0% |
| 10Y | +198.6% | +14.2% | +184.5% | +164.6% |
| All | +198.6% | +14.7% | +183.9% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling