+128.4%
JHX vs PR
+65.1%
+63.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | +6.6% | -9.5% | +16.1% | +7.4% |
| 30D | +15.6% | -5.7% | +21.3% | +16.0% |
| 3M | -4.5% | +3.0% | -7.5% | -5.1% |
| 6M | +38.5% | +11.8% | +26.7% | +36.2% |
| YTD | +40.0% | +58.5% | -18.5% | +32.8% |
| 1Y | +67.0% | +69.9% | -2.9% | +57.2% |
| 3Y | -0.6% | +84.9% | -85.5% | -7.9% |
| 5Y | -26.1% | +246.4% | -272.5% | -36.2% |
| 10Y | +128.4% | +70.3% | +58.1% | +107.4% |
| All | +128.4% | +65.1% | +63.3% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling