+47.4%
JHX vs PFG
+46.8%
+0.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +6.1% |
| 7D | +13.3% | +4.9% | +8.4% | +10.6% |
| 30D | +17.1% | +5.7% | +11.5% | +13.9% |
| 3M | +4.1% | +2.6% | +1.5% | +2.2% |
| 6M | +48.5% | +19.8% | +28.7% | +29.2% |
| YTD | +42.3% | +36.3% | +6.0% | +13.1% |
| 1Y | +47.4% | +47.9% | -0.5% | +11.2% |
| All | +47.4% | +46.8% | +0.6% | +11.2% |
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