+42.3%
JHX vs PRU
+18.7%
+23.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 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% | +10.3% |
| 6M | +38.3% | +28.8% | +9.5% | +17.4% |
| YTD | +37.2% | +9.8% | +27.4% | +25.8% |
| 1Y | +42.3% | +17.4% | +24.9% | +24.7% |
| All | +42.3% | +18.7% | +23.5% | +24.7% |
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