+178.1%
JHX vs PFGC
+403.3%
-225.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +1.6% | -3.7% | +5.3% | +2.7% |
| 30D | -5.0% | -16.0% | +11.0% | -0.4% |
| 3M | +24.5% | -4.1% | +28.6% | +25.8% |
| 6M | +34.9% | +8.7% | +26.2% | +32.0% |
| YTD | +39.3% | +6.4% | +33.0% | +36.8% |
| 1Y | +48.6% | -8.4% | +56.9% | +51.6% |
| 3Y | -2.0% | +61.8% | -63.8% | -14.7% |
| 5Y | -24.4% | +108.7% | -133.1% | -39.4% |
| 10Y | +109.4% | +298.1% | -188.7% | +42.5% |
| All | +178.1% | +403.3% | -225.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling