-4.4%
JHX vs PSA
+22.3%
-26.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.5% |
| 7D | -6.3% | -1.8% | -4.5% | -5.1% |
| 30D | -7.7% | -8.4% | +0.6% | -2.0% |
| 3M | +19.2% | -7.8% | +27.0% | +25.7% |
| 6M | +38.3% | +0.8% | +37.5% | +37.0% |
| YTD | +37.2% | +16.5% | +20.7% | +23.5% |
| 1Y | +42.3% | +4.7% | +37.6% | +36.8% |
| 3Y | -4.4% | +21.1% | -25.5% | -21.5% |
| All | -4.4% | +22.3% | -26.7% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling