+2,243.5%
JHX vs PPG
+692.0%
+1,551.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.3% | -6.2% | -0.1% | -2.8% |
| 30D | -7.7% | -7.9% | +0.2% | -3.3% |
| 3M | +19.2% | -10.2% | +29.4% | +26.7% |
| 6M | +38.3% | +2.7% | +35.6% | +37.5% |
| YTD | +37.2% | +4.9% | +32.3% | +34.8% |
| 1Y | +42.3% | -3.2% | +45.5% | +45.7% |
| 3Y | -4.4% | -17.0% | +12.6% | +6.1% |
| 5Y | -26.4% | -23.3% | -3.0% | -16.4% |
| 10Y | +106.3% | +26.4% | +79.8% | +74.6% |
| All | +2,243.5% | +692.0% | +1,551.5% | +860.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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