-70.4%
PYPL vs FXI
-1.5%
-68.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +2.2% | +4.4% | -2.2% | +0.2% |
| 30D | +8.1% | +1.2% | +6.9% | +7.5% |
| 3M | +1.9% | -4.2% | +6.1% | +3.7% |
| 6M | +33.1% | -6.2% | +39.3% | +36.5% |
| YTD | +3.8% | -8.8% | +12.6% | +7.6% |
| 1Y | -8.3% | -11.6% | +3.3% | -3.5% |
| 3Y | +11.9% | +45.1% | -33.3% | -9.7% |
| 5Y | -70.4% | -1.2% | -69.2% | -69.4% |
| All | -70.4% | -1.5% | -68.9% | -69.4% |
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