-22.6%
JHX vs PR
+409.5%
-432.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -1.9% |
| 7D | +4.5% | -0.6% | +5.1% | +4.6% |
| 30D | -1.2% | +17.4% | -18.6% | -3.8% |
| 3M | +32.8% | +21.8% | +11.0% | +28.0% |
| 6M | +41.2% | +27.6% | +13.6% | +33.7% |
| YTD | +43.9% | +71.4% | -27.5% | +28.4% |
| 1Y | +48.0% | +78.3% | -30.3% | +30.6% |
| 3Y | +1.2% | +85.5% | -84.3% | -13.6% |
| 5Y | -22.6% | +422.7% | -445.3% | -47.5% |
| All | -22.6% | +409.5% | -432.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling