-27.2%
JHX vs PNC
+51.4%
-78.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -6.3% | -0.6% | -5.8% | -6.0% |
| 30D | -7.7% | -4.4% | -3.4% | -5.5% |
| 3M | +19.2% | +5.2% | +13.9% | +15.6% |
| 6M | +38.3% | +20.6% | +17.6% | +24.9% |
| YTD | +37.2% | +19.8% | +17.4% | +23.8% |
| 1Y | +42.3% | +24.4% | +17.9% | +25.4% |
| 3Y | -4.4% | +131.2% | -135.6% | -40.5% |
| All | -27.2% | +51.4% | -78.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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