-27.1%
JHX vs PTC
+0.6%
-27.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -4.9% | -14.2% | +9.4% | +0.3% |
| 30D | -9.3% | -14.4% | +5.1% | -4.4% |
| 3M | +28.1% | -4.7% | +32.8% | +28.2% |
| 6M | +35.2% | -19.3% | +54.5% | +44.3% |
| YTD | +35.9% | -26.1% | +62.0% | +50.1% |
| 1Y | +42.5% | -37.1% | +79.6% | +69.6% |
| 3Y | -4.5% | -10.4% | +5.9% | -8.6% |
| 5Y | -27.1% | +2.5% | -29.6% | -35.9% |
| All | -27.1% | +0.6% | -27.7% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling