+386.6%
PSX vs FXI
+13.0%
+373.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +1.8% | -2.8% | +4.6% | +2.9% |
| 30D | +21.6% | -5.3% | +27.0% | +24.0% |
| 3M | +46.5% | +0.3% | +46.1% | +46.0% |
| 6M | +62.0% | -4.6% | +66.6% | +63.9% |
| YTD | +106.3% | -9.1% | +115.4% | +112.2% |
| 1Y | +103.0% | -12.0% | +114.9% | +111.3% |
| 3Y | +135.5% | +38.6% | +96.9% | +98.6% |
| 5Y | +368.5% | -6.6% | +375.1% | +369.9% |
| 10Y | +386.6% | +15.0% | +371.6% | +330.0% |
| All | +386.6% | +13.0% | +373.6% | +330.0% |
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 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