+763.1%
PM vs FXI
+34.1%
+729.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -4.9% | +1.0% | -5.9% | -5.1% |
| 30D | -3.4% | -0.6% | -2.8% | -3.3% |
| 3M | +5.2% | +1.9% | +3.3% | +4.5% |
| 6M | +3.7% | -0.2% | +3.9% | +3.5% |
| YTD | +15.8% | -5.6% | +21.4% | +17.2% |
| 1Y | +17.4% | -4.7% | +22.0% | +18.2% |
| 3Y | +116.9% | +38.0% | +78.9% | +91.7% |
| 5Y | +117.3% | -2.7% | +120.0% | +105.9% |
| 10Y | +193.8% | +19.9% | +173.8% | +152.9% |
| All | +763.1% | +34.1% | +729.0% | +526.0% |
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