+101.6%
JHX vs PEG
+148.0%
-46.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -6.3% | -0.9% | -5.4% | -5.9% |
| 30D | -7.7% | -3.7% | -4.0% | -5.9% |
| 3M | +19.2% | -7.3% | +26.4% | +24.2% |
| 6M | +38.3% | -10.5% | +48.8% | +46.6% |
| YTD | +37.2% | -7.5% | +44.7% | +42.8% |
| 1Y | +42.3% | -8.7% | +51.0% | +48.6% |
| 3Y | -4.4% | +31.4% | -35.8% | -21.3% |
| 5Y | -26.4% | +37.8% | -64.2% | -41.9% |
| All | +101.6% | +148.0% | -46.4% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling