+1.2%
JHX vs PCOR
-17.1%
+18.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.1% |
| 7D | +4.5% | -6.9% | +11.4% | +6.0% |
| 30D | -1.2% | -1.5% | +0.3% | -1.1% |
| 3M | +32.8% | +18.5% | +14.3% | +27.5% |
| 6M | +41.2% | -4.7% | +45.8% | +40.6% |
| YTD | +43.9% | -22.8% | +66.7% | +51.2% |
| 1Y | +48.0% | -20.7% | +68.8% | +52.8% |
| 3Y | +1.2% | -14.6% | +15.7% | +1.1% |
| All | +1.2% | -17.1% | +18.3% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling