+130.4%
PSX vs FXI
+43.9%
+86.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.2% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | +26.6% | -0.6% | +27.2% | +26.7% |
| 3M | +39.3% | +1.9% | +37.4% | +38.5% |
| 6M | +56.8% | -0.2% | +57.0% | +56.2% |
| YTD | +101.8% | -5.6% | +107.4% | +103.8% |
| 1Y | +99.6% | -4.7% | +104.3% | +101.1% |
| All | +130.4% | +43.9% | +86.5% | +113.2% |
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