+2,243.5%
JHX vs PNR
+736.5%
+1,507.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -6.0% | -0.3% | -3.5% |
| 30D | -7.7% | -14.0% | +6.2% | -1.0% |
| 3M | +19.2% | -21.7% | +40.9% | +32.2% |
| 6M | +38.3% | -37.3% | +75.5% | +71.0% |
| YTD | +37.2% | -45.1% | +82.3% | +80.0% |
| 1Y | +42.3% | -49.1% | +91.4% | +93.4% |
| 3Y | -4.4% | -14.8% | +10.4% | +2.2% |
| 5Y | -26.4% | -21.0% | -5.4% | -19.9% |
| 10Y | +106.3% | +64.7% | +41.5% | +57.3% |
| All | +2,243.5% | +736.5% | +1,507.0% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling