-3.8%
JHX vs PCOR
-30.9%
+27.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.8% | +3.6% |
| 7D | +1.5% | -9.0% | +10.5% | +3.8% |
| 30D | +7.2% | +4.2% | +3.0% | +5.9% |
| 3M | +29.9% | +14.4% | +15.5% | +24.9% |
| 6M | +35.4% | +0.2% | +35.2% | +32.6% |
| YTD | +46.5% | -20.3% | +66.7% | +51.5% |
| 1Y | +55.5% | -16.1% | +71.7% | +57.2% |
| 3Y | -0.4% | -14.7% | +14.3% | -3.1% |
| 5Y | -23.3% | -43.2% | +19.8% | -25.7% |
| All | -3.8% | -30.9% | +27.1% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling