+55.5%
JHX vs PNR
-43.1%
+98.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | +1.5% | -2.4% | +3.9% | +2.9% |
| 30D | +7.2% | -12.8% | +19.9% | +15.3% |
| 3M | +29.9% | -17.0% | +46.9% | +41.1% |
| 6M | +35.4% | -37.4% | +72.8% | +75.7% |
| YTD | +46.5% | -41.6% | +88.1% | +93.8% |
| 1Y | +55.5% | -44.6% | +100.2% | +110.8% |
| All | +55.5% | -43.1% | +98.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling