+103.0%
PSX vs FXI
-11.6%
+114.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +1.8% | -2.8% | +4.6% | +2.1% |
| 30D | +21.6% | -5.3% | +27.0% | +22.3% |
| 3M | +46.5% | +0.3% | +46.1% | +45.8% |
| 6M | +62.0% | -4.6% | +66.6% | +61.8% |
| YTD | +106.3% | -9.1% | +115.4% | +108.4% |
| 1Y | +103.0% | -12.0% | +114.9% | +108.0% |
| All | +103.0% | -11.6% | +114.6% | +108.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling