+146.0%
PM vs FXI
+41.7%
+104.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | +5.7% | -10.9% | -5.6% |
| 30D | +2.7% | +4.6% | -1.9% | +2.3% |
| 3M | +6.1% | -2.8% | +8.9% | +6.3% |
| 6M | +18.0% | -6.1% | +24.1% | +18.5% |
| YTD | +26.6% | -8.0% | +34.6% | +27.2% |
| 1Y | +36.7% | -11.3% | +48.0% | +37.7% |
| 3Y | +146.0% | +42.6% | +103.4% | +139.5% |
| All | +146.0% | +41.7% | +104.3% | +139.5% |
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 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