+821.1%
PM vs FXI
+29.6%
+791.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -7.3% | +4.4% | -11.6% | -8.4% |
| 30D | -4.0% | +1.2% | -5.2% | -4.4% |
| 3M | +2.7% | -4.2% | +6.9% | +3.8% |
| 6M | +14.9% | -6.2% | +21.1% | +16.5% |
| YTD | +23.5% | -8.8% | +32.3% | +26.0% |
| 1Y | +30.4% | -11.6% | +42.0% | +34.0% |
| 3Y | +143.2% | +45.1% | +98.1% | +111.6% |
| 5Y | +159.5% | -1.2% | +160.7% | +144.5% |
| 10Y | +234.7% | +20.1% | +214.6% | +187.3% |
| All | +821.1% | +29.6% | +791.5% | +573.4% |
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