+2,357.9%
JHX vs PTC
+701.5%
+1,656.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.4% |
| 7D | +4.5% | -12.8% | +17.3% | +7.8% |
| 30D | -1.2% | -9.8% | +8.6% | +1.0% |
| 3M | +32.8% | -2.1% | +34.8% | +32.1% |
| 6M | +41.2% | -18.1% | +59.3% | +46.1% |
| YTD | +43.9% | -23.5% | +67.4% | +50.9% |
| 1Y | +48.0% | -37.4% | +85.4% | +63.0% |
| 3Y | +1.2% | -7.2% | +8.4% | +0.5% |
| 5Y | -22.6% | +2.7% | -25.3% | -25.5% |
| 10Y | +111.5% | +203.4% | -91.9% | +57.3% |
| All | +2,357.9% | +701.5% | +1,656.4% | +1,392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling