-2.9%
JHX vs PRU
+42.2%
-45.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.3% |
| 7D | +1.6% | -1.9% | +3.5% | +2.7% |
| 30D | -5.0% | -2.6% | -2.4% | -3.6% |
| 3M | +24.5% | +14.7% | +9.7% | +14.2% |
| 6M | +34.9% | +25.7% | +9.2% | +17.0% |
| YTD | +39.3% | +8.3% | +31.1% | +31.4% |
| 1Y | +48.6% | +17.3% | +31.2% | +33.4% |
| All | -2.9% | +42.2% | -45.2% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling