+42.3%
JHX vs PEG
-8.5%
+50.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -7.7% | -3.7% | -4.0% | -6.3% |
| 3M | +19.2% | -7.3% | +26.4% | +23.0% |
| 6M | +38.3% | -10.5% | +48.8% | +44.3% |
| YTD | +37.2% | -7.5% | +44.7% | +42.1% |
| 1Y | +42.3% | -8.7% | +51.0% | +47.8% |
| All | +42.3% | -8.5% | +50.8% | +47.8% |
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