-8.1%
JHX vs PCOR
-9.2%
+1.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +6.6% | +20.7% | -14.2% | +1.6% |
| 30D | +15.6% | +35.7% | -20.0% | +7.2% |
| 3M | -4.5% | +31.1% | -35.6% | -11.1% |
| 6M | +38.5% | +43.1% | -4.7% | +25.2% |
| YTD | +40.0% | +4.8% | +35.2% | +35.0% |
| 1Y | +67.0% | -3.7% | +70.6% | +64.7% |
| 3Y | -0.6% | +46.5% | -47.2% | -15.3% |
| 5Y | -26.1% | -17.3% | -8.8% | -33.8% |
| All | -8.1% | -9.2% | +1.2% | -18.0% |
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