+2,220.4%
JHX vs PTEN
+130.0%
+2,090.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -4.9% | +2.8% | -7.6% | -5.4% |
| 30D | -9.3% | +17.6% | -26.9% | -12.5% |
| 3M | +28.1% | +8.2% | +19.9% | +24.2% |
| 6M | +35.2% | +38.1% | -2.9% | +22.4% |
| YTD | +35.9% | +117.3% | -81.4% | +11.1% |
| 1Y | +42.5% | +146.1% | -103.6% | +12.6% |
| 3Y | -4.5% | -3.0% | -1.4% | -11.1% |
| 5Y | -27.1% | +93.5% | -120.6% | -45.4% |
| 10Y | +104.2% | -16.8% | +121.0% | +43.6% |
| All | +2,220.4% | +130.0% | +2,090.4% | +1,116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling