+48.6%
JHX vs PCOR
-23.7%
+72.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.5% | -3.1% |
| 7D | +1.6% | -9.0% | +10.6% | +1.7% |
| 30D | -5.0% | -7.0% | +2.0% | -4.8% |
| 3M | +24.5% | +18.3% | +6.1% | +24.4% |
| 6M | +34.9% | -7.8% | +42.7% | +34.4% |
| YTD | +39.3% | -25.6% | +64.9% | +38.9% |
| 1Y | +48.6% | -22.7% | +71.3% | +52.5% |
| All | +48.6% | -23.7% | +72.2% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling