+109.4%
JHX vs PR
+88.3%
+21.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | -5.0% | +11.3% | -16.3% | -5.9% |
| 3M | +24.5% | +24.1% | +0.4% | +21.8% |
| 6M | +34.9% | +25.4% | +9.5% | +31.4% |
| YTD | +39.3% | +71.2% | -31.9% | +31.6% |
| 1Y | +48.6% | +78.6% | -30.1% | +39.6% |
| 3Y | -2.0% | +85.2% | -87.3% | -9.1% |
| 5Y | -24.4% | +419.0% | -443.4% | -36.5% |
| 10Y | +109.4% | +86.2% | +23.2% | +87.6% |
| All | +109.4% | +88.3% | +21.1% | +87.6% |
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