+101.6%
JHX vs PRU
+140.2%
-38.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.3% | -2.3% | -4.0% | -5.1% |
| 30D | -7.7% | -1.7% | -6.0% | -7.0% |
| 3M | +19.2% | +13.2% | +5.9% | +11.1% |
| 6M | +38.3% | +28.8% | +9.5% | +20.3% |
| YTD | +37.2% | +9.8% | +27.4% | +29.6% |
| 1Y | +42.3% | +17.4% | +24.9% | +29.7% |
| 3Y | -4.4% | +44.9% | -49.3% | -23.2% |
| 5Y | -26.4% | +46.6% | -73.0% | -41.8% |
| All | +101.6% | +140.2% | -38.6% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling