+101.6%
JHX vs PTEN
-15.6%
+117.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.3% | +3.5% | -9.8% | -6.8% |
| 30D | -7.7% | +17.5% | -25.3% | -10.3% |
| 3M | +19.2% | +12.7% | +6.4% | +15.7% |
| 6M | +38.3% | +33.1% | +5.2% | +28.3% |
| YTD | +37.2% | +116.4% | -79.2% | +15.9% |
| 1Y | +42.3% | +141.2% | -98.9% | +17.0% |
| 3Y | -4.4% | -3.8% | -0.6% | -10.2% |
| 5Y | -26.4% | +92.7% | -119.1% | -41.5% |
| All | +101.6% | -15.6% | +117.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling