-22.6%
JHX vs PENG
+107.7%
-130.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | +4.5% | +7.8% | -3.3% | +3.1% |
| 30D | -1.2% | -12.2% | +11.0% | +0.8% |
| 3M | +32.8% | -20.6% | +53.4% | +34.2% |
| 6M | +41.2% | +180.9% | -139.8% | +6.5% |
| YTD | +43.9% | +162.3% | -118.4% | +9.7% |
| 1Y | +48.0% | +107.3% | -59.2% | +17.2% |
| 3Y | +1.2% | +110.8% | -109.6% | -27.2% |
| 5Y | -22.6% | +117.8% | -140.4% | -46.4% |
| All | -22.6% | +107.7% | -130.3% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling