-27.2%
JHX vs PSLV
+154.2%
-181.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.3% | -3.5% | -2.9% | -5.6% |
| 30D | -7.7% | -2.1% | -5.6% | -7.4% |
| 3M | +19.2% | -1.6% | +20.8% | +19.2% |
| 6M | +38.3% | -25.5% | +63.8% | +46.3% |
| YTD | +37.2% | -11.4% | +48.6% | +35.1% |
| 1Y | +42.3% | +48.6% | -6.3% | +20.1% |
| 3Y | -4.4% | +166.9% | -171.3% | -34.2% |
| All | -27.2% | +154.2% | -181.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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