-23.6%
JHX vs PCOR
-14.6%
-9.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +7.1% |
| 7D | +7.7% | +22.2% | -14.5% | +2.2% |
| 30D | +19.2% | +36.0% | -16.8% | +10.2% |
| 3M | -1.0% | +34.0% | -35.0% | -8.5% |
| 6M | +42.7% | +43.5% | -0.8% | +28.6% |
| YTD | +44.3% | +5.1% | +39.2% | +39.0% |
| 1Y | +72.2% | -3.9% | +76.1% | +70.2% |
| 3Y | +1.1% | +52.9% | -51.8% | -15.5% |
| 5Y | -23.6% | -18.7% | -4.9% | -31.5% |
| All | -23.6% | -14.6% | -9.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling