+101.6%
JHX vs PBF
+374.8%
-273.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -6.3% | +5.3% | -11.6% | -7.0% |
| 30D | -7.7% | +11.7% | -19.5% | -9.5% |
| 3M | +19.2% | +91.1% | -71.9% | +6.9% |
| 6M | +38.3% | +88.4% | -50.2% | +22.1% |
| YTD | +37.2% | +194.1% | -156.8% | +11.2% |
| 1Y | +42.3% | +180.4% | -138.1% | +14.9% |
| 3Y | -4.4% | +59.3% | -63.7% | -18.3% |
| 5Y | -26.4% | +816.3% | -842.6% | -57.5% |
| All | +101.6% | +374.8% | -273.2% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling