+101.6%
JHX vs PFG
+251.1%
-149.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.7% | +2.9% | -10.6% | -9.3% |
| 3M | +19.2% | +6.7% | +12.5% | +14.4% |
| 6M | +38.3% | +33.8% | +4.5% | +17.8% |
| YTD | +37.2% | +35.0% | +2.2% | +16.0% |
| 1Y | +42.3% | +46.4% | -4.1% | +15.0% |
| 3Y | -4.4% | +71.7% | -76.1% | -29.9% |
| 5Y | -26.4% | +113.7% | -140.1% | -52.4% |
| All | +101.6% | +251.1% | -149.5% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling