+47.4%
JHX vs PSA
+28.0%
+19.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +6.1% |
| 7D | +13.3% | +10.5% | +2.7% | +5.0% |
| 30D | +17.1% | +21.7% | -4.5% | +1.0% |
| 3M | +4.1% | +6.1% | -2.0% | -0.4% |
| 6M | +48.5% | +18.3% | +30.2% | +28.4% |
| YTD | +42.3% | +36.1% | +6.2% | +9.7% |
| 1Y | +47.4% | +29.3% | +18.1% | +16.8% |
| All | +47.4% | +28.0% | +19.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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