+55.5%
JHX vs PEG
-7.0%
+62.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +7.2% | -2.4% | +9.6% | +8.2% |
| 3M | +29.9% | -4.8% | +34.7% | +32.7% |
| 6M | +35.4% | -10.7% | +46.1% | +41.0% |
| YTD | +46.5% | -6.7% | +53.1% | +51.1% |
| 1Y | +55.5% | -6.8% | +62.4% | +60.8% |
| All | +55.5% | -7.0% | +62.5% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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