+2,243.5%
JHX vs PNC
+881.5%
+1,362.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -6.3% | -0.6% | -5.8% | -6.1% |
| 30D | -7.7% | -4.4% | -3.4% | -6.4% |
| 3M | +19.2% | +5.2% | +13.9% | +17.1% |
| 6M | +38.3% | +20.6% | +17.6% | +30.3% |
| YTD | +37.2% | +19.8% | +17.4% | +29.3% |
| 1Y | +42.3% | +24.4% | +17.9% | +32.3% |
| 3Y | -4.4% | +131.2% | -135.6% | -27.3% |
| 5Y | -26.4% | +53.1% | -79.5% | -36.9% |
| 10Y | +106.3% | +276.8% | -170.5% | +35.9% |
| All | +2,243.5% | +881.5% | +1,362.0% | +1,156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling