+51.4%
PYPL vs FXI
+7.0%
+44.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.9% |
| 7D | +2.7% | +1.0% | +1.6% | +2.1% |
| 30D | -4.9% | -0.6% | -4.3% | -4.8% |
| 3M | +28.9% | +1.9% | +27.0% | +27.2% |
| 6M | +18.2% | -0.2% | +18.4% | +17.8% |
| YTD | -5.0% | -5.6% | +0.6% | -2.5% |
| 1Y | -18.8% | -4.7% | -14.2% | -17.1% |
| 3Y | -12.6% | +38.0% | -50.6% | -30.9% |
| 5Y | -80.8% | -2.7% | -78.1% | -81.5% |
| 10Y | +49.9% | +19.9% | +30.0% | +25.9% |
| All | +51.4% | +7.0% | +44.4% | +28.6% |
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