+679.5%
JHX vs PSLV
+109.5%
+570.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +46.2% |
| YTD | +37.2% | -11.4% | +48.6% | +36.4% |
| 1Y | +42.3% | +48.6% | -6.3% | +24.8% |
| 3Y | -4.4% | +166.9% | -171.3% | -27.5% |
| 5Y | -26.4% | +152.4% | -178.8% | -44.1% |
| 10Y | +106.3% | +187.8% | -81.5% | +45.7% |
| All | +679.5% | +109.5% | +570.0% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling