+42.5%
JHX vs PR
+78.8%
-36.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -9.3% | +10.4% | -19.7% | -6.3% |
| 3M | +28.1% | +21.1% | +6.9% | +37.0% |
| 6M | +35.2% | +28.8% | +6.4% | +42.1% |
| YTD | +35.9% | +71.8% | -35.9% | +41.8% |
| 1Y | +42.5% | +73.3% | -30.8% | +51.0% |
| All | +42.5% | +78.8% | -36.3% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling