+55.5%
JHX vs PRU
+19.0%
+36.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +3.1% |
| 7D | +1.5% | +1.9% | -0.3% | +0.6% |
| 30D | +7.2% | +2.7% | +4.4% | +5.5% |
| 3M | +29.9% | +19.5% | +10.5% | +17.1% |
| 6M | +35.4% | +26.6% | +8.7% | +17.0% |
| YTD | +46.5% | +12.3% | +34.1% | +32.9% |
| 1Y | +55.5% | +18.0% | +37.5% | +32.0% |
| All | +55.5% | +19.0% | +36.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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