+47.4%
JHX vs PTC
+0.1%
+47.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.3% |
| 7D | +13.3% | +0.1% | +13.2% | +13.3% |
| 30D | +17.1% | +1.5% | +15.6% | +17.1% |
| 3M | +4.1% | +37.8% | -33.7% | +3.3% |
| 6M | +48.5% | +41.2% | +7.3% | +46.6% |
| YTD | +42.3% | +12.0% | +30.2% | +51.9% |
| 1Y | +47.4% | +1.6% | +45.7% | +67.6% |
| All | +47.4% | +0.1% | +47.3% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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