-27.2%
JHX vs PFGC
+110.3%
-137.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.3% | -4.8% | -1.6% | -4.4% |
| 30D | -7.7% | -12.5% | +4.8% | -2.4% |
| 3M | +19.2% | -9.7% | +28.9% | +24.0% |
| 6M | +38.3% | +7.0% | +31.3% | +34.3% |
| YTD | +37.2% | +4.5% | +32.7% | +34.0% |
| 1Y | +42.3% | -11.6% | +53.9% | +48.1% |
| 3Y | -4.4% | +58.5% | -62.9% | -22.5% |
| All | -27.2% | +110.3% | -137.5% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling