+2,220.4%
JHX vs PSA
+2,052.4%
+168.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.9% | -3.6% | -1.2% | -3.5% |
| 30D | -9.3% | -9.4% | +0.1% | -5.8% |
| 3M | +28.1% | -8.2% | +36.3% | +32.3% |
| 6M | +35.2% | -1.8% | +37.0% | +36.4% |
| YTD | +35.9% | +15.7% | +20.1% | +28.8% |
| 1Y | +42.5% | +6.3% | +36.2% | +39.4% |
| 3Y | -4.5% | +21.6% | -26.0% | -11.2% |
| 5Y | -27.1% | +13.5% | -40.6% | -31.3% |
| 10Y | +104.2% | +101.3% | +3.0% | +55.4% |
| All | +2,220.4% | +2,052.4% | +168.0% | +905.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling