-11.8%
PYPL vs FXI
+40.3%
-52.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.8% | -2.3% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -9.7% | -3.2% | -6.5% | -8.7% |
| 3M | +29.2% | +1.7% | +27.5% | +28.2% |
| 6M | +13.9% | -1.6% | +15.4% | +14.3% |
| YTD | -8.1% | -7.9% | -0.2% | -5.5% |
| 1Y | -21.4% | -9.6% | -11.8% | -18.5% |
| 3Y | -11.8% | +40.5% | -52.3% | -23.2% |
| All | -11.8% | +40.3% | -52.2% | -23.2% |
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