+9,928.3%
PWR vs FXI
+221.5%
+9,706.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.0% |
| 30D | -8.6% | -0.6% | -8.0% | -8.4% |
| 3M | -13.2% | +1.9% | -15.1% | -14.2% |
| 6M | +9.9% | -0.2% | +10.1% | +9.8% |
| YTD | +48.0% | -5.6% | +53.6% | +52.1% |
| 1Y | +66.2% | -4.7% | +70.8% | +69.7% |
| 3Y | +195.1% | +38.0% | +157.1% | +135.1% |
| 5Y | +442.6% | -2.7% | +445.2% | +386.7% |
| 10Y | +2,334.2% | +19.9% | +2,314.3% | +1,753.4% |
| All | +9,928.3% | +221.5% | +9,706.7% | +3,596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling