-31.9%
JHX vs PENG
+65.6%
-97.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | -3.8% | +34.6% | -38.4% | -8.4% |
| 30D | +11.7% | -35.9% | +47.6% | +18.1% |
| 3M | -10.7% | -14.7% | +4.0% | -11.2% |
| 6M | +36.5% | +13.5% | +23.0% | +22.3% |
| YTD | +32.8% | +156.1% | -123.3% | -1.9% |
| 1Y | +62.5% | +141.3% | -78.8% | +21.3% |
| 3Y | -5.7% | +223.4% | -229.1% | -38.8% |
| All | -31.9% | +65.6% | -97.5% | -55.2% |
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