+48.6%
JHX vs PENG
+106.3%
-57.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +1.6% | +7.3% | -5.7% | +0.9% |
| 30D | -5.0% | -7.5% | +2.5% | -4.4% |
| 3M | +24.5% | -17.2% | +41.7% | +24.1% |
| 6M | +34.9% | +176.7% | -141.8% | +8.2% |
| YTD | +39.3% | +161.0% | -121.7% | +12.6% |
| 1Y | +48.6% | +108.8% | -60.3% | +21.3% |
| All | +48.6% | +106.3% | -57.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling