+307.5%
JHX vs PBF
+315.7%
-8.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | -5.0% | +15.8% | -20.8% | -7.2% |
| 3M | +24.5% | +90.3% | -65.8% | +11.7% |
| 6M | +34.9% | +102.8% | -67.9% | +17.8% |
| YTD | +39.3% | +187.3% | -148.0% | +13.8% |
| 1Y | +48.6% | +161.8% | -113.3% | +21.8% |
| 3Y | -2.0% | +55.5% | -57.5% | -15.7% |
| 5Y | -24.4% | +801.9% | -826.3% | -55.3% |
| 10Y | +109.4% | +362.2% | -252.8% | +14.6% |
| All | +307.5% | +315.7% | -8.1% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling