+2,279.7%
JHX vs PFG
+989.9%
+1,289.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +1.6% | +3.2% | -1.6% | +0.5% |
| 30D | -5.0% | +0.9% | -5.9% | -5.4% |
| 3M | +24.5% | +7.7% | +16.7% | +20.9% |
| 6M | +34.9% | +29.0% | +6.0% | +23.7% |
| YTD | +39.3% | +32.5% | +6.9% | +26.5% |
| 1Y | +48.6% | +47.3% | +1.3% | +30.1% |
| 3Y | -2.0% | +68.2% | -70.3% | -18.1% |
| 5Y | -24.4% | +108.5% | -132.9% | -41.2% |
| 10Y | +109.4% | +241.4% | -131.9% | +34.7% |
| All | +2,279.7% | +989.9% | +1,289.8% | +900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling