-27.2%
JHX vs PEG
+36.3%
-63.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | +19.2% | -7.3% | +26.4% | +23.5% |
| 6M | +38.3% | -10.5% | +48.8% | +45.5% |
| YTD | +37.2% | -7.5% | +44.7% | +42.1% |
| 1Y | +42.3% | -8.7% | +51.0% | +47.8% |
| 3Y | -4.4% | +31.4% | -35.8% | -20.7% |
| All | -27.2% | +36.3% | -63.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling