-31.4%
JHX vs PRU
+42.1%
-73.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.3% |
| 7D | -0.2% | +3.6% | -3.8% | -2.3% |
| 30D | +13.1% | +8.9% | +4.2% | +7.6% |
| 3M | -10.0% | +0.2% | -10.2% | -10.1% |
| 6M | +38.9% | +23.7% | +15.2% | +21.6% |
| YTD | +34.0% | +13.7% | +20.2% | +22.8% |
| 1Y | +66.0% | +20.6% | +45.3% | +46.7% |
| 3Y | -6.2% | +56.3% | -62.6% | -31.8% |
| All | -31.4% | +42.1% | -73.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling