+47.4%
JHX vs PFGC
+12.5%
+34.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.5% | -5.2% | +0.2% |
| 7D | +13.3% | +13.9% | -0.6% | +4.6% |
| 30D | +17.1% | +18.4% | -1.2% | +5.8% |
| 3M | +4.1% | -2.5% | +6.6% | +4.9% |
| 6M | +48.5% | +26.0% | +22.5% | +27.1% |
| YTD | +42.3% | +21.9% | +20.4% | +21.0% |
| 1Y | +47.4% | +13.4% | +34.0% | +30.8% |
| All | +47.4% | +12.5% | +34.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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