-12.8%
JHX vs PCOR
-8.1%
-4.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -3.8% | +2.2% | -6.0% | -4.3% |
| 30D | +11.7% | +37.4% | -25.7% | +3.2% |
| 3M | -10.7% | +33.2% | -43.9% | -17.2% |
| 6M | +36.5% | +60.6% | -24.1% | +20.0% |
| YTD | +32.8% | +6.2% | +26.6% | +27.7% |
| 1Y | +62.5% | -1.1% | +63.6% | +59.2% |
| 3Y | -5.7% | +48.4% | -54.1% | -19.9% |
| 5Y | -32.2% | -13.1% | -19.1% | -39.8% |
| All | -12.8% | -8.1% | -4.7% | -22.5% |
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