+117.8%
JHX vs PENG
+751.0%
-633.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +1.6% | +7.3% | -5.7% | +0.2% |
| 30D | -5.0% | -7.5% | +2.5% | -3.9% |
| 3M | +24.5% | -17.2% | +41.7% | +24.9% |
| 6M | +34.9% | +176.7% | -141.8% | +3.7% |
| YTD | +39.3% | +161.0% | -121.7% | +8.0% |
| 1Y | +48.6% | +108.8% | -60.3% | +19.1% |
| 3Y | -2.0% | +109.8% | -111.8% | -27.7% |
| 5Y | -24.4% | +111.7% | -136.1% | -46.4% |
| All | +117.8% | +751.0% | -633.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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