+101.6%
JHX vs PFGC
+292.9%
-191.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | -4.8% | -1.6% | -5.0% |
| 30D | -7.7% | -12.5% | +4.8% | -4.3% |
| 3M | +19.2% | -9.7% | +28.9% | +22.5% |
| 6M | +38.3% | +7.0% | +31.3% | +35.8% |
| YTD | +37.2% | +4.5% | +32.7% | +35.4% |
| 1Y | +42.3% | -11.6% | +53.9% | +46.6% |
| 3Y | -4.4% | +58.5% | -62.9% | -16.3% |
| 5Y | -26.4% | +112.6% | -139.0% | -41.3% |
| All | +101.6% | +292.9% | -191.3% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling