+206.9%
PWR vs FXI
+36.5%
+170.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +2.7% | -2.8% | +5.4% | +3.5% |
| 30D | -5.1% | -5.3% | +0.2% | -3.6% |
| 3M | -9.4% | +0.3% | -9.7% | -9.6% |
| 6M | +10.4% | -4.6% | +15.0% | +11.8% |
| YTD | +48.6% | -9.1% | +57.7% | +52.5% |
| 1Y | +68.0% | -12.0% | +80.0% | +73.8% |
| All | +206.9% | +36.5% | +170.4% | +190.7% |
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