-22.1%
PYPL vs FXI
-11.6%
-10.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.2% |
| 7D | -4.3% | -2.8% | -1.6% | -2.9% |
| 30D | -11.5% | -5.3% | -6.1% | -8.9% |
| 3M | +26.1% | +0.3% | +25.8% | +25.7% |
| 6M | +13.7% | -4.6% | +18.3% | +16.2% |
| YTD | -9.8% | -9.1% | -0.8% | -5.1% |
| 1Y | -22.1% | -12.0% | -10.1% | -14.3% |
| All | -22.1% | -11.6% | -10.5% | -14.3% |
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