-8.5%
JHX vs PCOR
-35.6%
+27.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.5% | -2.3% |
| 7D | +1.6% | -9.0% | +10.6% | +3.9% |
| 30D | -5.0% | -7.0% | +2.0% | -3.6% |
| 3M | +24.5% | +18.3% | +6.1% | +18.7% |
| 6M | +34.9% | -7.8% | +42.7% | +34.9% |
| YTD | +39.3% | -25.6% | +64.9% | +46.5% |
| 1Y | +48.6% | -22.7% | +71.3% | +53.2% |
| 3Y | -2.0% | -17.7% | +15.6% | -4.0% |
| 5Y | -24.4% | -42.0% | +17.6% | -26.1% |
| All | -8.5% | -35.6% | +27.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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