+55.5%
JHX vs PFG
+51.4%
+4.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | +1.5% | +5.5% | -4.0% | -1.3% |
| 30D | +7.2% | +2.4% | +4.8% | +5.6% |
| 3M | +29.9% | +13.6% | +16.3% | +18.5% |
| 6M | +35.4% | +27.9% | +7.5% | +13.4% |
| YTD | +46.5% | +35.6% | +10.9% | +18.6% |
| 1Y | +55.5% | +48.5% | +7.1% | +18.2% |
| All | +55.5% | +51.4% | +4.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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