-2.9%
JHX vs PAAS
+255.3%
-258.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.9% |
| 7D | +1.6% | +2.6% | -1.1% | +1.0% |
| 30D | -5.0% | +2.5% | -7.5% | -5.7% |
| 3M | +24.5% | +15.1% | +9.4% | +20.7% |
| 6M | +34.9% | -12.1% | +47.0% | +36.2% |
| YTD | +39.3% | +3.1% | +36.3% | +37.2% |
| 1Y | +48.6% | +50.8% | -2.3% | +37.9% |
| All | -2.9% | +255.3% | -258.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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