-4.4%
JHX vs PFG
+70.6%
-75.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.4% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.7% | +2.9% | -10.6% | -9.4% |
| 3M | +19.2% | +6.7% | +12.5% | +13.7% |
| 6M | +38.3% | +33.8% | +4.5% | +14.4% |
| YTD | +37.2% | +35.0% | +2.3% | +12.4% |
| 1Y | +42.3% | +46.4% | -4.1% | +10.6% |
| 3Y | -4.4% | +71.6% | -76.0% | -35.3% |
| All | -4.4% | +70.6% | -75.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling