+55.5%
JHX vs PBF
+176.4%
-120.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.4% |
| 7D | +1.5% | +4.3% | -2.8% | +2.2% |
| 30D | +7.2% | +22.0% | -14.8% | +10.9% |
| 3M | +29.9% | +74.5% | -44.6% | +44.3% |
| 6M | +35.4% | +67.7% | -32.3% | +50.9% |
| YTD | +46.5% | +179.2% | -132.7% | +64.3% |
| 1Y | +55.5% | +170.0% | -114.5% | +77.6% |
| All | +55.5% | +176.4% | -120.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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