+462.6%
PWR vs FXI
-4.8%
+467.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.9% |
| 7D | +4.5% | -1.0% | +5.5% | +4.7% |
| 30D | -4.9% | -3.2% | -1.6% | -4.2% |
| 3M | -7.9% | +1.7% | -9.6% | -8.3% |
| 6M | +18.3% | -1.6% | +19.9% | +18.7% |
| YTD | +51.5% | -7.9% | +59.4% | +54.2% |
| 1Y | +70.3% | -9.6% | +79.9% | +74.0% |
| 3Y | +210.6% | +40.5% | +170.1% | +186.5% |
| All | +462.6% | -4.8% | +467.3% | +473.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling