+2,220.4%
JHX vs PEG
+827.7%
+1,392.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -4.9% | -0.9% | -4.0% | -4.5% |
| 30D | -9.3% | -2.8% | -6.5% | -8.2% |
| 3M | +28.1% | -6.9% | +35.0% | +32.2% |
| 6M | +35.2% | -11.4% | +46.6% | +42.4% |
| YTD | +35.9% | -7.4% | +43.2% | +40.3% |
| 1Y | +42.5% | -8.3% | +50.8% | +47.3% |
| 3Y | -4.5% | +31.5% | -36.0% | -17.1% |
| 5Y | -27.1% | +38.0% | -65.1% | -38.4% |
| 10Y | +104.2% | +148.3% | -44.1% | +33.6% |
| All | +2,220.4% | +827.7% | +1,392.7% | +1,125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling