+2,012.4%
JHX vs PRU
+806.6%
+1,205.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.9% |
| 7D | +1.5% | +1.9% | -0.3% | +0.9% |
| 30D | +7.2% | +2.7% | +4.4% | +6.2% |
| 3M | +29.9% | +19.5% | +10.5% | +22.4% |
| 6M | +35.4% | +26.6% | +8.7% | +25.3% |
| YTD | +46.5% | +12.3% | +34.1% | +40.7% |
| 1Y | +55.5% | +18.0% | +37.5% | +47.0% |
| 3Y | -0.4% | +47.0% | -47.4% | -12.5% |
| 5Y | -23.3% | +48.4% | -71.7% | -32.9% |
| 10Y | +111.1% | +142.4% | -31.3% | +54.1% |
| All | +2,012.4% | +806.6% | +1,205.8% | +967.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling