+129.0%
JHX vs PENG
+762.7%
-633.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.9% | +1.4% |
| 7D | +1.5% | +4.5% | -3.0% | +0.7% |
| 30D | +7.2% | -7.1% | +14.3% | +8.3% |
| 3M | +29.9% | -27.3% | +57.2% | +33.4% |
| 6M | +35.4% | +169.6% | -134.2% | +4.7% |
| YTD | +46.5% | +164.6% | -118.2% | +13.2% |
| 1Y | +55.5% | +109.5% | -53.9% | +24.7% |
| 3Y | -0.4% | +98.9% | -99.3% | -25.6% |
| 5Y | -23.3% | +116.3% | -139.6% | -45.9% |
| All | +129.0% | +762.7% | -633.7% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling